| 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 | 327443 | 0.0213 | 328.39 | 4188674 |
| LOW | Lowe's Companies Inc | Consumer Cyclical | Home Improvement Retail | 123793 | 0.0217 | 220.78 | 2828242 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 100 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 9448.21 |
| Total net P/L: | -551.79 | Total ROI: | -5.52 % |
| CAGR: | -1.05 % | Max. DD: | 12.54 % |
| System Score: | -0.037 | Sharpe Ratio: | -0.422 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 276.00 | Comm.% P/L | 100.08 % |
| Total Transactions: | 276 | Log. Linearity: | 32.810 % |
| Total | Long |
Short |
HD | LOW | |
|---|---|---|---|---|---|
| Total Profit/Loss | -275.79 | -474.36 | 198.57 | -1895.35 | 1619.56 |
| Total Profit | 2667.74 | 1275.51 | 1392.23 | 6077.48 | 8278.87 |
| Total Loss | 2943.53 | 1749.87 | 1193.66 | 7972.83 | 6659.31 |
| Profit Factor | 0.91 | 0.73 | 1.17 | 0.76 | 1.24 |
| Trades | 69 | 34 | 35 | 69 | 69 |
| Winning Trades | 46 | 22 | 24 | 34 | 42 |
| Losing Trades | 23 | 12 | 11 | 35 | 27 |
| % Profitable | 66.00 | 64.00 | 68.00 | 49.00 | 60.00 |
| Profit/Loss Per Trade % | -0.04 | -0.14 | 0.05 | -0.29 | 0.18 |
| Profit Per Trade % | 0.56 | 0.56 | 0.56 | 1.72 | 1.89 |
| Loss Per Trade % | 1.23 | 1.40 | 1.05 | 2.18 | 2.38 |
| Days In Trade | 1086 | 559 | 527 | 1086 | 1086 |
| Days In Trade (Avg. Per Trade) | 15.74 | 16.44 | 15.06 | 15.74 | 15.74 |
| % Days In Trade | 55.10 | 28.36 | 26.74 | 55.10 | 55.10 |