| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FERG | Ferguson Plc | Industrials | Industrial Distribution | 47811 | 0 | 246.53 | 1507235 |
| CARR | Carrier Global Corp | Industrials | Building Products & Equipment | 55832 | 0.0137 | 67.22 | 6832390 |
| 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: | 19320.04 |
| Total net P/L: | 9320.04 | Total ROI: | 93.20 % |
| CAGR: | 13.38 % | Max. DD: | 24.94 % |
| System Score: | 2.387 | Sharpe Ratio: | 1.512 |
| Start Date: | 2020-06-16 | End Date: | 2025-09-12 |
| Total days: | 1914 | ||
| Commissions: | 496.91 | Comm.% P/L | 5.06 % |
| Total Transactions: | 352 | Log. Linearity: | 56.294 % |
| Total | Long |
Short |
FERG | CARR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 9816.95 | 7400.55 | 2416.40 | 9025.29 | 791.66 |
| Total Profit | 37518.81 | 20598.32 | 16920.49 | 33244.70 | 31227.56 |
| Total Loss | 27701.85 | 13197.76 | 14504.09 | 24219.40 | 30435.90 |
| Profit Factor | 1.35 | 1.56 | 1.17 | 1.37 | 1.03 |
| Trades | 88 | 46 | 42 | 88 | 88 |
| Winning Trades | 65 | 36 | 29 | 56 | 56 |
| Losing Trades | 23 | 10 | 13 | 32 | 32 |
| % Profitable | 73.00 | 78.00 | 69.00 | 63.00 | 63.00 |
| Profit/Loss Per Trade % | 0.78 | 0.97 | 0.58 | 0.63 | 0.04 |
| Profit Per Trade % | 3.42 | 3.36 | 3.50 | 3.38 | 3.21 |
| Loss Per Trade % | 6.15 | 7.02 | 5.48 | 3.89 | 5.09 |
| Days In Trade | 1033 | 531 | 502 | 1033 | 1033 |
| Days In Trade (Avg. Per Trade) | 11.74 | 11.54 | 11.95 | 11.74 | 11.74 |
| % Days In Trade | 53.97 | 27.74 | 26.23 | 53.97 | 53.97 |