| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| F | Ford Motor Company | Consumer Cyclical | Auto Manufacturers | 55747 | 0.0435 | 13.98 | 66843634 |
| GM | General Motors Company | Consumer Cyclical | Auto Manufacturers | 79212 | 0.0076 | 87.58 | 8412101 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 11618.90 |
| Total net P/L: | 1618.90 | Total ROI: | 16.19 % |
| CAGR: | 29.80 % | Max. DD: | 21.13 % |
| System Score: | 2.062 | Sharpe Ratio: | 0.853 |
| Start Date: | 2026-01-02 | End Date: | 2026-07-31 |
| Total days: | 210 | ||
| Commissions: | 94.11 | Comm.% P/L | 5.49 % |
| Total Transactions: | 36 | Log. Linearity: | 41.059 % |
| Total | Long |
Short |
F | GM | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1713.01 | 869.31 | 843.70 | -1095.35 | 2808.36 |
| Total Profit | 3012.37 | 1135.51 | 1876.86 | 1139.92 | 3058.54 |
| Total Loss | 1299.36 | 266.20 | 1033.16 | 2235.27 | 250.18 |
| Profit Factor | 2.32 | 4.27 | 1.82 | 0.51 | 12.23 |
| Trades | 9 | 4 | 5 | 9 | 9 |
| Winning Trades | 6 | 2 | 4 | 4 | 7 |
| Losing Trades | 3 | 2 | 1 | 5 | 2 |
| % Profitable | 66.00 | 50.00 | 80.00 | 44.00 | 77.00 |
| Profit/Loss Per Trade % | 1.77 | 1.88 | 1.69 | -1.05 | 2.71 |
| Profit Per Trade % | 4.52 | 4.98 | 4.29 | 2.46 | 3.81 |
| Loss Per Trade % | 3.39 | 1.11 | 8.10 | 3.38 | 1.05 |
| Days In Trade | 81 | 17 | 64 | 81 | 81 |
| Days In Trade (Avg. Per Trade) | 9.00 | 4.25 | 12.80 | 9.00 | 9.00 |
| % Days In Trade | 38.57 | 8.10 | 30.48 | 38.57 | 38.57 |