| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| UL | Unilever PLC ADR | Consumer Defensive | Household & Personal Products | 129142 | 0.038 | 59.97 | 3521004 |
| PG | Procter & Gamble Company | Consumer Defensive | Household & Personal Products | 354040 | 0.028 | 152.04 | 9623583 |
| 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: | 11142.84 |
| Total net P/L: | 1142.84 | Total ROI: | 11.43 % |
| CAGR: | 5.58 % | Max. DD: | 13.56 % |
| System Score: | 0.674 | Sharpe Ratio: | 0.740 |
| Start Date: | 2023-01-02 | End Date: | 2024-12-30 |
| Total days: | 728 | ||
| Commissions: | 97.57 | Comm.% P/L | 7.87 % |
| Total Transactions: | 96 | Log. Linearity: | 49.436 % |
| Total | Long |
Short |
UL | PG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1240.41 | 1408.64 | -168.23 | 847.10 | 393.31 |
| Total Profit | 3636.48 | 2671.63 | 964.85 | 3582.27 | 3690.50 |
| Total Loss | 2396.07 | 1262.98 | 1133.08 | 2735.17 | 3297.19 |
| Profit Factor | 1.52 | 2.12 | 0.85 | 1.31 | 1.12 |
| Trades | 24 | 14 | 10 | 24 | 24 |
| Winning Trades | 16 | 11 | 5 | 13 | 13 |
| Losing Trades | 8 | 3 | 5 | 11 | 11 |
| % Profitable | 66.00 | 78.00 | 50.00 | 54.00 | 54.00 |
| Profit/Loss Per Trade % | 0.49 | 0.93 | -0.13 | 0.30 | 0.12 |
| Profit Per Trade % | 2.10 | 2.21 | 1.85 | 2.50 | 2.58 |
| Loss Per Trade % | 2.62 | 3.56 | 2.05 | 2.21 | 2.65 |
| Days In Trade | 334 | 169 | 165 | 334 | 334 |
| Days In Trade (Avg. Per Trade) | 13.92 | 12.07 | 16.50 | 13.92 | 13.92 |
| % Days In Trade | 45.88 | 23.21 | 22.66 | 45.88 | 45.88 |