Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SHW | Sherwin-Williams Co | Basic Materials | Specialty Chemicals | 89264 | 0.0094 | 335.88 | 1712517 |
PFF | iShares Preferred and Income Securities ETF | 0.0601 | 30.16 | 3890890 |
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: | 10294.54 |
Total net P/L: | 294.54 | Total ROI: | 2.95 % |
CAGR: | 0.28 % | Max. DD: | 52.86 % |
System Score: | 0.000 | Sharpe Ratio: | 0.317 |
Start Date: | 2015-01-02 | End Date: | 2025-04-30 |
Total days: | 3771 | ||
Commissions: | 744.03 | Comm.% P/L | 71.64 % |
Total Transactions: | 588 | Log. Linearity: | 4.805 % |
Total | ![]() |
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SHW | PFF | |
---|---|---|---|---|---|
Total Profit/Loss | 1038.57 | 10258.37 | -9219.79 | -5012.86 | 6051.44 |
Total Profit | 25470.60 | 15021.99 | 10448.61 | 23516.49 | 12945.73 |
Total Loss | 24432.03 | 4763.63 | 19668.40 | 28529.35 | 6894.29 |
Profit Factor | 1.04 | 3.15 | 0.53 | 0.82 | 1.88 |
Trades | 147 | 63 | 84 | 147 | 147 |
Winning Trades | 92 | 49 | 43 | 87 | 79 |
Losing Trades | 55 | 14 | 41 | 60 | 68 |
% Profitable | 62.00 | 77.00 | 51.00 | 59.00 | 53.00 |
Profit/Loss Per Trade % | 0.07 | 1.49 | -0.99 | -0.30 | 0.33 |
Profit Per Trade % | 2.55 | 2.84 | 2.22 | 2.54 | 1.45 |
Loss Per Trade % | 3.87 | 3.04 | 4.16 | 4.18 | 0.93 |
Days In Trade | 1963 | 753 | 1210 | 1963 | 1963 |
Days In Trade (Avg. Per Trade) | 13.35 | 11.95 | 14.40 | 13.35 | 13.35 |
% Days In Trade | 52.06 | 19.97 | 32.09 | 52.06 | 52.06 |