| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| UNP | Union Pacific Corporation | Industrials | Railroads | 143862 | 0.0223 | 242.44 | 3725154 |
| CNI | Canadian National Railway Company | Industrials | Railroads | 64292 | 0.0342 | 105.02 | 1592982 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 18421.99 |
| Total net P/L: | 8421.99 | Total ROI: | 84.22 % |
| CAGR: | 12.59 % | Max. DD: | 18.55 % |
| System Score: | 10.290 | Sharpe Ratio: | 1.932 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 308.00 | Comm.% P/L | 3.53 % |
| Total Transactions: | 308 | Log. Linearity: | 93.488 % |
| Total | Long |
Short |
UNP | CNI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 8729.99 | 6138.95 | 2591.04 | 1503.27 | 7226.72 |
| Total Profit | 17338.42 | 8962.57 | 8375.85 | 18669.82 | 19304.86 |
| Total Loss | 8608.43 | 2823.62 | 5784.81 | 17166.55 | 12078.14 |
| Profit Factor | 2.01 | 3.17 | 1.45 | 1.09 | 1.60 |
| Trades | 77 | 33 | 44 | 77 | 77 |
| Winning Trades | 56 | 26 | 30 | 45 | 50 |
| Losing Trades | 21 | 7 | 14 | 32 | 27 |
| % Profitable | 72.00 | 78.00 | 68.00 | 58.00 | 64.00 |
| Profit/Loss Per Trade % | 0.83 | 1.26 | 0.51 | 0.17 | 0.52 |
| Profit Per Trade % | 2.26 | 2.49 | 2.07 | 3.15 | 2.75 |
| Loss Per Trade % | 2.83 | 3.15 | 2.67 | 3.77 | 3.39 |
| Days In Trade | 931 | 375 | 556 | 931 | 931 |
| Days In Trade (Avg. Per Trade) | 12.09 | 11.36 | 12.64 | 12.09 | 12.09 |
| % Days In Trade | 49.52 | 19.95 | 29.57 | 49.52 | 49.52 |