| 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 | 320347 | 0.028 | 326.65 | 3962316 |
| LOW | Lowe's Companies Inc | Consumer Cyclical | Home Improvement Retail | 131936 | 0.0206 | 235.2 | 2857661 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| 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: | 7786.90 |
| Total net P/L: | -2213.10 | Total ROI: | -22.13 % |
| CAGR: | -4.66 % | Max. DD: | 29.96 % |
| System Score: | -3.161 | Sharpe Ratio: | -1.101 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 300.00 | Comm.% P/L | 15.68 % |
| Total Transactions: | 300 | Log. Linearity: | 87.850 % |
| Total | Long |
Short |
HD | LOW | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1913.10 | -1012.87 | -900.23 | -1162.20 | -750.90 |
| Total Profit | 4907.04 | 2509.24 | 2397.80 | 11543.81 | 13348.81 |
| Total Loss | 6820.14 | 3522.11 | 3298.03 | 12706.01 | 14099.71 |
| Profit Factor | 0.72 | 0.71 | 0.73 | 0.91 | 0.95 |
| Trades | 75 | 38 | 37 | 75 | 75 |
| Winning Trades | 48 | 24 | 24 | 38 | 42 |
| Losing Trades | 27 | 14 | 13 | 37 | 33 |
| % Profitable | 64.00 | 63.00 | 64.00 | 50.00 | 56.00 |
| Profit/Loss Per Trade % | -0.29 | -0.32 | -0.26 | -0.24 | -0.25 |
| Profit Per Trade % | 1.08 | 1.10 | 1.07 | 3.25 | 3.37 |
| Loss Per Trade % | 2.64 | 2.65 | 2.63 | 3.61 | 4.57 |
| Days In Trade | 953 | 487 | 466 | 953 | 953 |
| Days In Trade (Avg. Per Trade) | 12.71 | 12.82 | 12.59 | 12.71 | 12.71 |
| % Days In Trade | 49.84 | 25.47 | 24.37 | 49.84 | 49.84 |