| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPY | SPDR S&P 500 ETF Trust | 0.0073 | 772.49 | 70543264 | |||
| WM | Waste Management Inc | Industrials | Waste Management | 90464 | 0.0156 | 226.32 | 2153449 |
| Entry Threshold: | 2.00 | 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: | 15185.03 |
| Total net P/L: | 5185.03 | Total ROI: | 51.85 % |
| CAGR: | 7.78 % | Max. DD: | 17.31 % |
| System Score: | 5.439 | Sharpe Ratio: | 1.309 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 348.00 | Comm.% P/L | 6.29 % |
| Total Transactions: | 348 | Log. Linearity: | 88.738 % |
| Total | Long |
Short |
SPY | WM | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5533.03 | 6236.01 | -702.98 | 3423.55 | 2109.48 |
| Total Profit | 15438.50 | 8329.59 | 7108.91 | 11756.80 | 12645.38 |
| Total Loss | 9905.47 | 2093.58 | 7811.89 | 8333.25 | 10535.90 |
| Profit Factor | 1.56 | 3.98 | 0.91 | 1.41 | 1.20 |
| Trades | 87 | 45 | 42 | 87 | 87 |
| Winning Trades | 62 | 35 | 27 | 51 | 50 |
| Losing Trades | 25 | 10 | 15 | 36 | 37 |
| % Profitable | 71.00 | 77.00 | 64.00 | 58.00 | 57.00 |
| Profit/Loss Per Trade % | 0.52 | 1.08 | -0.08 | 0.36 | 0.12 |
| Profit Per Trade % | 2.03 | 1.91 | 2.18 | 1.98 | 2.06 |
| Loss Per Trade % | 3.08 | 1.77 | 3.96 | 1.86 | 2.39 |
| Days In Trade | 1096 | 569 | 527 | 1096 | 1096 |
| Days In Trade (Avg. Per Trade) | 12.60 | 12.64 | 12.55 | 12.60 | 12.60 |
| % Days In Trade | 53.88 | 27.97 | 25.91 | 53.88 | 53.88 |