| 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: | 12826.40 |
| Total net P/L: | 2826.40 | Total ROI: | 28.26 % |
| CAGR: | 8.68 % | Max. DD: | 13.47 % |
| System Score: | 4.321 | Sharpe Ratio: | 1.151 |
| Start Date: | 2022-01-03 | End Date: | 2024-12-30 |
| Total days: | 1092 | ||
| Commissions: | 135.41 | Comm.% P/L | 4.57 % |
| Total Transactions: | 128 | Log. Linearity: | 79.264 % |
| Total | Long |
Short |
UL | PG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2961.81 | 2183.64 | 778.17 | 2848.01 | 113.80 |
| Total Profit | 6429.20 | 4291.65 | 2137.54 | 6794.05 | 5010.62 |
| Total Loss | 3467.38 | 2108.01 | 1359.37 | 3946.04 | 4896.82 |
| Profit Factor | 1.85 | 2.04 | 1.57 | 1.72 | 1.02 |
| Trades | 32 | 18 | 14 | 32 | 32 |
| Winning Trades | 20 | 12 | 8 | 18 | 17 |
| Losing Trades | 12 | 6 | 6 | 14 | 15 |
| % Profitable | 62.00 | 66.00 | 57.00 | 56.00 | 53.00 |
| Profit/Loss Per Trade % | 0.82 | 1.03 | 0.54 | 0.76 | -0.02 |
| Profit Per Trade % | 2.74 | 3.01 | 2.34 | 3.18 | 2.39 |
| Loss Per Trade % | 2.27 | 2.75 | 1.79 | 2.24 | 2.63 |
| Days In Trade | 476 | 241 | 235 | 476 | 476 |
| Days In Trade (Avg. Per Trade) | 14.88 | 13.39 | 16.79 | 14.88 | 14.88 |
| % Days In Trade | 43.59 | 22.07 | 21.52 | 43.59 | 43.59 |