| 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: | 10419.32 |
| Total net P/L: | 419.32 | Total ROI: | 4.19 % |
| CAGR: | 2.08 % | Max. DD: | 11.43 % |
| System Score: | 0.020 | Sharpe Ratio: | 0.331 |
| Start Date: | 2024-01-02 | End Date: | 2025-12-30 |
| Total days: | 728 | ||
| Commissions: | 68.00 | Comm.% P/L | 13.95 % |
| Total Transactions: | 68 | Log. Linearity: | 21.430 % |
| Total | Long |
Short |
UL | PG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 487.32 | -78.60 | 565.92 | 368.99 | 118.33 |
| Total Profit | 2605.33 | 959.56 | 1645.77 | 2344.96 | 2679.53 |
| Total Loss | 2118.00 | 1038.16 | 1079.85 | 1975.96 | 2561.20 |
| Profit Factor | 1.23 | 0.92 | 1.52 | 1.19 | 1.05 |
| Trades | 17 | 5 | 12 | 17 | 17 |
| Winning Trades | 11 | 3 | 8 | 9 | 12 |
| Losing Trades | 6 | 2 | 4 | 8 | 5 |
| % Profitable | 64.00 | 60.00 | 66.00 | 52.00 | 70.00 |
| Profit/Loss Per Trade % | 0.28 | -0.17 | 0.47 | 0.19 | 0.02 |
| Profit Per Trade % | 2.44 | 3.30 | 2.12 | 2.66 | 2.27 |
| Loss Per Trade % | 3.50 | 5.16 | 2.68 | 2.50 | 5.13 |
| Days In Trade | 257 | 83 | 174 | 257 | 257 |
| Days In Trade (Avg. Per Trade) | 15.12 | 16.60 | 14.50 | 15.12 | 15.12 |
| % Days In Trade | 35.30 | 11.40 | 23.90 | 35.30 | 35.30 |