| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HD | The Home Depot Inc | Consumer Cyclical | Home Improvement Retail | 337508 | 0.0272 | 342.58 | 3872232 |
| LOW | Lowe's Companies Inc | Consumer Cyclical | Home Improvement Retail | 135812 | 0.02 | 237.59 | 2847654 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.50 | ||
| Max Duration: | 20 | 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: | 8199.23 |
| Total net P/L: | -1800.77 | Total ROI: | -18.01 % |
| CAGR: | -6.10 % | Max. DD: | 21.65 % |
| System Score: | -3.333 | Sharpe Ratio: | -1.269 |
| Start Date: | 2023-01-02 | End Date: | 2026-02-27 |
| Total days: | 1152 | ||
| Commissions: | 188.00 | Comm.% P/L | 11.66 % |
| Total Transactions: | 188 | Log. Linearity: | 81.767 % |
| Total | Long |
Short |
HD | LOW | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1612.77 | -1122.02 | -490.75 | -1260.54 | -352.23 |
| Total Profit | 2681.70 | 1340.29 | 1341.41 | 6871.09 | 8148.80 |
| Total Loss | 4294.47 | 2462.31 | 1832.16 | 8131.63 | 8501.03 |
| Profit Factor | 0.62 | 0.54 | 0.73 | 0.84 | 0.96 |
| Trades | 47 | 23 | 24 | 47 | 47 |
| Winning Trades | 28 | 13 | 15 | 21 | 27 |
| Losing Trades | 19 | 10 | 9 | 26 | 20 |
| % Profitable | 59.00 | 56.00 | 62.00 | 44.00 | 57.00 |
| Profit/Loss Per Trade % | -0.38 | -0.56 | -0.21 | -0.34 | -0.21 |
| Profit Per Trade % | 1.03 | 1.10 | 0.96 | 3.53 | 3.21 |
| Loss Per Trade % | 2.37 | 2.61 | 2.11 | 3.29 | 4.55 |
| Days In Trade | 515 | 268 | 247 | 515 | 515 |
| Days In Trade (Avg. Per Trade) | 10.96 | 11.65 | 10.29 | 10.96 | 10.96 |
| % Days In Trade | 44.70 | 23.26 | 21.44 | 44.70 | 44.70 |