| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| UL | Unilever PLC ADR | Consumer Defensive | Household & Personal Products | 131060 | 0.037 | 59.98 | 2750142 |
| PG | Procter & Gamble Company | Consumer Defensive | Household & Personal Products | 338715 | 0.0293 | 144.72 | 9400218 |
| 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: | 11199.76 |
| Total net P/L: | 1199.76 | Total ROI: | 12.00 % |
| CAGR: | 10.32 % | Max. DD: | 9.64 % |
| System Score: | 0.985 | Sharpe Ratio: | 1.132 |
| Start Date: | 2025-01-02 | End Date: | 2026-02-27 |
| Total days: | 421 | ||
| Commissions: | 36.00 | Comm.% P/L | 2.91 % |
| Total Transactions: | 36 | Log. Linearity: | 45.700 % |
| Total | Long |
Short |
UL | PG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1235.76 | 247.65 | 988.11 | 683.92 | 551.84 |
| Total Profit | 1943.27 | 247.65 | 1695.62 | 1317.53 | 1479.58 |
| Total Loss | 707.51 | 0.00 | 707.51 | 633.61 | 927.74 |
| Profit Factor | 2.75 | 0.00 | 2.40 | 2.08 | 1.59 |
| Trades | 9 | 1 | 8 | 9 | 9 |
| Winning Trades | 8 | 1 | 7 | 6 | 6 |
| Losing Trades | 1 | 0 | 1 | 3 | 3 |
| % Profitable | 88.00 | 100.00 | 87.00 | 66.00 | 66.00 |
| Profit/Loss Per Trade % | 1.31 | 2.40 | 1.17 | 0.71 | 0.56 |
| Profit Per Trade % | 2.35 | 2.40 | 2.35 | 2.10 | 2.36 |
| Loss Per Trade % | 6.69 | 0.00 | 6.69 | 2.00 | 2.89 |
| Days In Trade | 104 | 19 | 85 | 104 | 104 |
| Days In Trade (Avg. Per Trade) | 11.56 | 19.00 | 10.62 | 11.56 | 11.56 |
| % Days In Trade | 24.70 | 4.51 | 20.19 | 24.70 | 24.70 |