| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ALV | Autoliv Inc | Consumer Cyclical | Auto Parts | 7818 | 0.0301 | 102.91 | 676026 |
| MGA | Magna International Inc | Consumer Cyclical | Auto Parts | 15498 | 0.0346 | 55.06 | 1569508 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 11235.16 |
| Total net P/L: | 1235.16 | Total ROI: | 12.35 % |
| CAGR: | 2.29 % | Max. DD: | 35.16 % |
| System Score: | 0.005 | Sharpe Ratio: | 0.496 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 240.22 | Comm.% P/L | 16.28 % |
| Total Transactions: | 208 | Log. Linearity: | 13.166 % |
| Total | Long |
Short |
ALV | MGA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1475.38 | 2837.63 | -1362.25 | -5886.68 | 7362.06 |
| Total Profit | 15331.31 | 7998.93 | 7332.38 | 11636.09 | 17903.09 |
| Total Loss | 13855.93 | 5161.30 | 8694.63 | 17522.77 | 10541.03 |
| Profit Factor | 1.11 | 1.55 | 0.84 | 0.66 | 1.70 |
| Trades | 52 | 23 | 29 | 52 | 52 |
| Winning Trades | 35 | 15 | 20 | 25 | 32 |
| Losing Trades | 17 | 8 | 9 | 27 | 20 |
| % Profitable | 67.00 | 65.00 | 68.00 | 48.00 | 61.00 |
| Profit/Loss Per Trade % | 0.26 | 0.84 | -0.20 | -0.86 | 0.92 |
| Profit Per Trade % | 3.36 | 4.11 | 2.80 | 3.62 | 4.11 |
| Loss Per Trade % | 5.71 | 4.81 | 6.52 | 4.65 | 3.87 |
| Days In Trade | 769 | 328 | 441 | 769 | 769 |
| Days In Trade (Avg. Per Trade) | 14.79 | 14.26 | 15.21 | 14.79 | 14.79 |
| % Days In Trade | 40.90 | 17.45 | 23.46 | 40.90 | 40.90 |