| 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: | 3.00 | 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: | 11044.14 |
| Total net P/L: | 1044.14 | Total ROI: | 10.44 % |
| CAGR: | 8.99 % | Max. DD: | 3.76 % |
| System Score: | 5.750 | Sharpe Ratio: | 1.522 |
| Start Date: | 2025-01-02 | End Date: | 2026-02-27 |
| Total days: | 421 | ||
| Commissions: | 16.00 | Comm.% P/L | 1.51 % |
| Total Transactions: | 16 | Log. Linearity: | 86.155 % |
| Total | Long |
Short |
UL | PG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1060.14 | 238.81 | 821.33 | 40.33 | 1019.81 |
| Total Profit | 1060.14 | 238.81 | 821.33 | 364.67 | 1145.67 |
| Total Loss | 0.00 | 0.00 | 0.00 | 324.34 | 125.86 |
| Profit Factor | 0.00 | 0.00 | 0.00 | 1.12 | 9.10 |
| Trades | 4 | 1 | 3 | 4 | 4 |
| Winning Trades | 4 | 1 | 3 | 1 | 3 |
| Losing Trades | 0 | 0 | 0 | 3 | 1 |
| % Profitable | 100.00 | 100.00 | 100.00 | 25.00 | 75.00 |
| Profit/Loss Per Trade % | 2.55 | 2.39 | 2.61 | 0.10 | 2.40 |
| Profit Per Trade % | 2.55 | 2.39 | 2.61 | 3.65 | 3.65 |
| Loss Per Trade % | 0.00 | 0.00 | 0.00 | 1.04 | 1.26 |
| Days In Trade | 62 | 19 | 43 | 62 | 62 |
| Days In Trade (Avg. Per Trade) | 15.50 | 19.00 | 14.33 | 15.50 | 15.50 |
| % Days In Trade | 14.73 | 4.51 | 10.21 | 14.73 | 14.73 |