| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| EQT | EQT Corporation | Energy | Oil & Gas E&P | 32527 | 0.0123 | 52 | 8363794 |
| CF | CF Industries Holdings Inc | Basic Materials | Agricultural Inputs | 18402 | 0.016 | 119.78 | 3169312 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 37911.44 |
| Total net P/L: | 27911.44 | Total ROI: | 279.11 % |
| CAGR: | 29.98 % | Max. DD: | 42.19 % |
| System Score: | 17.518 | Sharpe Ratio: | 2.306 |
| Start Date: | 2021-06-01 | End Date: | 2026-06-30 |
| Total days: | 1855 | ||
| Commissions: | 500.42 | Comm.% P/L | 1.76 % |
| Total Transactions: | 268 | Log. Linearity: | 83.601 % |
| Total | Long |
Short |
EQT | CF | |
|---|---|---|---|---|---|
| Total Profit/Loss | 28411.86 | 11492.62 | 16919.24 | 22697.11 | 5714.75 |
| Total Profit | 53520.87 | 22890.83 | 30630.04 | 50955.47 | 35429.48 |
| Total Loss | 25109.01 | 11398.21 | 13710.80 | 28258.36 | 29714.73 |
| Profit Factor | 2.13 | 2.01 | 2.23 | 1.80 | 1.19 |
| Trades | 67 | 30 | 37 | 67 | 67 |
| Winning Trades | 52 | 22 | 30 | 47 | 37 |
| Losing Trades | 15 | 8 | 7 | 20 | 30 |
| % Profitable | 77.00 | 73.00 | 81.00 | 70.00 | 55.00 |
| Profit/Loss Per Trade % | 2.05 | 1.76 | 2.29 | 1.38 | 0.42 |
| Profit Per Trade % | 5.33 | 5.27 | 5.38 | 5.53 | 4.87 |
| Loss Per Trade % | 8.15 | 7.08 | 9.40 | 7.33 | 4.59 |
| Days In Trade | 754 | 354 | 400 | 754 | 754 |
| Days In Trade (Avg. Per Trade) | 11.25 | 11.80 | 10.81 | 11.25 | 11.25 |
| % Days In Trade | 40.65 | 19.08 | 21.56 | 40.65 | 40.65 |