| 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: | 12186.36 |
| Total net P/L: | 2186.36 | Total ROI: | 21.86 % |
| CAGR: | 6.83 % | Max. DD: | 13.56 % |
| System Score: | 0.814 | Sharpe Ratio: | 1.114 |
| Start Date: | 2023-01-02 | End Date: | 2025-12-30 |
| Total days: | 1093 | ||
| Commissions: | 129.57 | Comm.% P/L | 5.59 % |
| Total Transactions: | 128 | Log. Linearity: | 49.228 % |
| Total | Long |
Short |
UL | PG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2315.93 | 1682.84 | 633.09 | 1188.99 | 1126.94 |
| Total Profit | 5500.69 | 2945.83 | 2554.87 | 4630.95 | 5343.36 |
| Total Loss | 3184.76 | 1262.98 | 1921.78 | 3441.96 | 4216.42 |
| Profit Factor | 1.73 | 2.33 | 1.33 | 1.35 | 1.27 |
| Trades | 32 | 15 | 17 | 32 | 32 |
| Winning Trades | 23 | 12 | 11 | 18 | 19 |
| Losing Trades | 9 | 3 | 6 | 14 | 13 |
| % Profitable | 71.00 | 80.00 | 64.00 | 56.00 | 59.00 |
| Profit/Loss Per Trade % | 0.66 | 1.03 | 0.33 | 0.32 | 0.28 |
| Profit Per Trade % | 2.17 | 2.22 | 2.11 | 2.32 | 2.51 |
| Loss Per Trade % | 3.06 | 3.56 | 2.81 | 2.17 | 2.84 |
| Days In Trade | 432 | 188 | 244 | 432 | 432 |
| Days In Trade (Avg. Per Trade) | 13.50 | 12.53 | 14.35 | 13.50 | 13.50 |
| % Days In Trade | 39.52 | 17.20 | 22.32 | 39.52 | 39.52 |