| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ARCB | ArcBest Corp | Industrials | Trucking | 3135 | 0.0035 | 140.8 | 336223 |
| ODFL | Old Dominion Freight Line Inc | Industrials | Trucking | 47527 | 0.005 | 228.53 | 2164415 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 39 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | EMA | StdDev Period: | 25 |
| 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: | 19792.87 |
| Total net P/L: | 9792.87 | Total ROI: | 97.93 % |
| CAGR: | 13.48 % | Max. DD: | 35.02 % |
| System Score: | 10.572 | Sharpe Ratio: | 1.468 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 206.11 | Comm.% P/L | 2.06 % |
| Total Transactions: | 200 | Log. Linearity: | 92.226 % |
| Total | Long |
Short |
ARCB | ODFL | |
|---|---|---|---|---|---|
| Total Profit/Loss | 9998.98 | 12460.64 | -2461.66 | 23714.85 | -13715.88 |
| Total Profit | 20385.97 | 14253.20 | 6132.77 | 41087.99 | 13045.90 |
| Total Loss | 10387.00 | 1792.57 | 8594.43 | 17373.14 | 26761.77 |
| Profit Factor | 1.96 | 7.95 | 0.71 | 2.37 | 0.49 |
| Trades | 50 | 26 | 24 | 50 | 50 |
| Winning Trades | 38 | 23 | 15 | 35 | 27 |
| Losing Trades | 12 | 3 | 9 | 15 | 23 |
| % Profitable | 76.00 | 88.00 | 62.00 | 70.00 | 54.00 |
| Profit/Loss Per Trade % | 1.41 | 3.39 | -0.69 | 2.81 | -2.02 |
| Profit Per Trade % | 3.97 | 4.43 | 3.26 | 8.11 | 3.41 |
| Loss Per Trade % | 5.88 | 4.30 | 6.41 | 8.03 | 7.74 |
| Days In Trade | 853 | 375 | 478 | 853 | 853 |
| Days In Trade (Avg. Per Trade) | 17.06 | 14.42 | 19.92 | 17.06 | 17.06 |
| % Days In Trade | 43.28 | 19.03 | 24.25 | 43.28 | 43.28 |