| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ITRI | Itron Inc | Technology | Scientific & Technical Instruments | 3722 | 83.935 | 863543 | |
| ST | Sensata Technologies Holding NV | Technology | Scientific & Technical Instruments | 7727 | 0.0097 | 53.13 | 1730496 |
| 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: | 16232.31 |
| Total net P/L: | 6232.31 | Total ROI: | 62.32 % |
| CAGR: | 9.39 % | Max. DD: | 43.83 % |
| System Score: | 0.656 | Sharpe Ratio: | 1.029 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 426.99 | Comm.% P/L | 6.41 % |
| Total Transactions: | 216 | Log. Linearity: | 41.193 % |
| Total | Long |
Short |
ITRI | ST | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6659.30 | 5721.45 | 937.85 | 11490.81 | -4831.51 |
| Total Profit | 46532.87 | 21508.80 | 25024.07 | 43802.93 | 24376.13 |
| Total Loss | 39873.57 | 15787.35 | 24086.22 | 32312.12 | 29207.64 |
| Profit Factor | 1.17 | 1.36 | 1.04 | 1.36 | 0.83 |
| Trades | 54 | 26 | 28 | 54 | 54 |
| Winning Trades | 39 | 18 | 21 | 32 | 28 |
| Losing Trades | 15 | 8 | 7 | 22 | 25 |
| % Profitable | 72.00 | 69.00 | 75.00 | 59.00 | 51.00 |
| Profit/Loss Per Trade % | 0.94 | 1.25 | 0.65 | 1.09 | -0.22 |
| Profit Per Trade % | 6.39 | 6.33 | 6.43 | 7.20 | 4.57 |
| Loss Per Trade % | 10.76 | 8.50 | 13.40 | 6.61 | 5.01 |
| Days In Trade | 775 | 359 | 416 | 775 | 775 |
| Days In Trade (Avg. Per Trade) | 14.35 | 13.81 | 14.86 | 14.35 | 14.35 |
| % Days In Trade | 39.32 | 18.21 | 21.11 | 39.32 | 39.32 |