| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SHW | Sherwin-Williams Co | Basic Materials | Specialty Chemicals | 81485 | 0.0093 | 326.81 | 1866478 |
| PFF | iShares Preferred and Income Securities ETF | 0.059 | 30.64 | 3435883 |
| 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 | Long |
Short |
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 |