| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| UNP | Union Pacific Corporation | Industrials | Railroads | 149215 | 0.0217 | 251.34 | 3683820 |
| CNI | Canadian National Railway Company | Industrials | Railroads | 67922 | 0.0322 | 110.95 | 1616642 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | 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: | 18936.74 |
| Total net P/L: | 8936.74 | Total ROI: | 89.37 % |
| CAGR: | 12.96 % | Max. DD: | 18.55 % |
| System Score: | 10.687 | Sharpe Ratio: | 1.999 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 312.00 | Comm.% P/L | 3.37 % |
| Total Transactions: | 312 | Log. Linearity: | 93.767 % |
| Total | Long |
Short |
UNP | CNI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 9248.74 | 6657.70 | 2591.04 | 1493.52 | 7755.22 |
| Total Profit | 17857.17 | 9481.32 | 8375.85 | 18669.82 | 19833.36 |
| Total Loss | 8608.43 | 2823.62 | 5784.81 | 17176.30 | 12078.14 |
| Profit Factor | 2.07 | 3.36 | 1.45 | 1.09 | 1.64 |
| Trades | 78 | 34 | 44 | 78 | 78 |
| Winning Trades | 57 | 27 | 30 | 45 | 51 |
| Losing Trades | 21 | 7 | 14 | 33 | 27 |
| % Profitable | 73.00 | 79.00 | 68.00 | 57.00 | 65.00 |
| Profit/Loss Per Trade % | 0.85 | 1.30 | 0.51 | 0.17 | 0.55 |
| Profit Per Trade % | 2.27 | 2.50 | 2.07 | 3.15 | 2.75 |
| Loss Per Trade % | 2.83 | 3.15 | 2.67 | 3.66 | 3.39 |
| Days In Trade | 935 | 379 | 556 | 935 | 935 |
| Days In Trade (Avg. Per Trade) | 11.99 | 11.15 | 12.64 | 11.99 | 11.99 |
| % Days In Trade | 48.90 | 19.82 | 29.08 | 48.90 | 48.90 |