| 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: | 30 | 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: | 8920.23 |
| Total net P/L: | -1079.77 | Total ROI: | -10.80 % |
| CAGR: | -2.16 % | Max. DD: | 27.72 % |
| System Score: | -0.578 | Sharpe Ratio: | -0.337 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 292.00 | Comm.% P/L | 37.07 % |
| Total Transactions: | 292 | Log. Linearity: | 64.477 % |
| Total | Long |
Short |
HD | LOW | |
|---|---|---|---|---|---|
| Total Profit/Loss | -787.77 | -1133.15 | 345.38 | -3629.06 | 2841.29 |
| Total Profit | 6599.82 | 2818.58 | 3781.24 | 11497.82 | 14624.85 |
| Total Loss | 7387.59 | 3951.73 | 3435.86 | 15126.88 | 11783.56 |
| Profit Factor | 0.89 | 0.71 | 1.10 | 0.76 | 1.24 |
| Trades | 73 | 34 | 39 | 73 | 73 |
| Winning Trades | 47 | 21 | 26 | 37 | 41 |
| Losing Trades | 26 | 13 | 13 | 36 | 32 |
| % Profitable | 64.00 | 61.00 | 66.00 | 50.00 | 56.00 |
| Profit/Loss Per Trade % | -0.12 | -0.32 | 0.07 | -0.54 | 0.24 |
| Profit Per Trade % | 1.44 | 1.38 | 1.49 | 3.19 | 3.57 |
| Loss Per Trade % | 2.82 | 2.94 | 2.70 | 4.16 | 3.76 |
| Days In Trade | 1101 | 540 | 561 | 1101 | 1101 |
| Days In Trade (Avg. Per Trade) | 15.08 | 15.88 | 14.38 | 15.08 | 15.08 |
| % Days In Trade | 57.58 | 28.24 | 29.34 | 57.58 | 57.58 |