| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CF | CF Industries Holdings Inc | Basic Materials | Agricultural Inputs | 17406 | 0.0178 | 113.3 | 3154362 |
| CME | CME Group Inc | Financial Services | Financial Data & Stock Exchanges | 93135 | 0.0185 | 257.76 | 2131629 |
| Entry Threshold: | 2.30 | 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: | 11824.03 |
| Total net P/L: | 1824.03 | Total ROI: | 18.24 % |
| CAGR: | 3.15 % | Max. DD: | 41.76 % |
| System Score: | 0.915 | Sharpe Ratio: | 0.583 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 186.07 | Comm.% P/L | 9.26 % |
| Total Transactions: | 184 | Log. Linearity: | 66.225 % |
| Total | Long |
Short |
CF | CME | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2010.10 | 4485.09 | -2475.00 | -1734.58 | 3744.68 |
| Total Profit | 18777.90 | 8294.84 | 10483.06 | 14736.69 | 9410.04 |
| Total Loss | 16767.80 | 3809.75 | 12958.06 | 16471.27 | 5665.36 |
| Profit Factor | 1.12 | 2.18 | 0.81 | 0.89 | 1.66 |
| Trades | 46 | 20 | 26 | 46 | 46 |
| Winning Trades | 31 | 15 | 16 | 32 | 31 |
| Losing Trades | 15 | 5 | 10 | 14 | 15 |
| % Profitable | 67.00 | 75.00 | 61.00 | 69.00 | 67.00 |
| Profit/Loss Per Trade % | 0.40 | 2.28 | -1.02 | -0.34 | 0.74 |
| Profit Per Trade % | 5.22 | 4.91 | 5.52 | 3.95 | 2.56 |
| Loss Per Trade % | 8.28 | 5.05 | 9.94 | 9.00 | 2.87 |
| Days In Trade | 704 | 310 | 394 | 704 | 704 |
| Days In Trade (Avg. Per Trade) | 15.30 | 15.50 | 15.15 | 15.30 | 15.30 |
| % Days In Trade | 35.72 | 15.73 | 19.99 | 35.72 | 35.72 |