| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MCD | McDonald’s Corporation | Consumer Cyclical | Restaurants | 217698 | 0.0236 | 306.26 | 3250987 |
| SBUX | Starbucks Corporation | Consumer Cyclical | Restaurants | 112039 | 0.025 | 98.34 | 9342550 |
| 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: | 17208.65 |
| Total net P/L: | 7208.65 | Total ROI: | 72.09 % |
| CAGR: | 10.92 % | Max. DD: | 25.64 % |
| System Score: | 4.442 | Sharpe Ratio: | 1.413 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 312.21 | Comm.% P/L | 4.15 % |
| Total Transactions: | 312 | Log. Linearity: | 74.097 % |
| Total | Long |
Short |
MCD | SBUX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 7520.86 | 1643.25 | 5877.61 | 945.03 | 6575.83 |
| Total Profit | 22978.19 | 9001.11 | 13977.08 | 12228.16 | 23165.44 |
| Total Loss | 15457.33 | 7357.86 | 8099.47 | 11283.13 | 16589.61 |
| Profit Factor | 1.49 | 1.22 | 1.73 | 1.08 | 1.40 |
| Trades | 78 | 33 | 45 | 78 | 78 |
| Winning Trades | 53 | 23 | 30 | 42 | 51 |
| Losing Trades | 25 | 10 | 15 | 36 | 27 |
| % Profitable | 67.00 | 69.00 | 66.00 | 53.00 | 65.00 |
| Profit/Loss Per Trade % | 0.73 | 0.47 | 0.92 | -0.01 | 0.66 |
| Profit Per Trade % | 3.26 | 2.95 | 3.50 | 2.13 | 3.46 |
| Loss Per Trade % | 4.36 | 4.95 | 3.97 | 2.40 | 4.26 |
| Days In Trade | 961 | 425 | 536 | 961 | 961 |
| Days In Trade (Avg. Per Trade) | 12.32 | 12.88 | 11.91 | 12.32 | 12.32 |
| % Days In Trade | 50.26 | 22.23 | 28.03 | 50.26 | 50.26 |