| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PM | Philip Morris International Inc | Consumer Defensive | Tobacco | 274213 | 0.0332 | 174.99 | 5643645 |
| T | AT&T Inc. | Communication Services | Telecom Services | 158214 | 0.0471 | 22.77 | 42861934 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 50 | MA Type: | SMA | StdDev Period: | 50 |
| RSI Period: | 15 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 100000.00 | Final Equity: | 115816.13 |
| Total net P/L: | 15816.13 | Total ROI: | 15.82 % |
| CAGR: | 2.76 % | Max. DD: | 12.65 % |
| System Score: | 1.420 | Sharpe Ratio: | 0.785 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 1043.39 | Comm.% P/L | 6.19 % |
| Total Transactions: | 128 | Log. Linearity: | 80.159 % |
| Total | Long |
Short |
PM | T | |
|---|---|---|---|---|---|
| Total Profit/Loss | 16859.52 | 21741.27 | -4881.75 | -9796.56 | 26656.08 |
| Total Profit | 50800.79 | 26424.79 | 24376.00 | 36565.03 | 59706.24 |
| Total Loss | 33941.27 | 4683.52 | 29257.75 | 46361.59 | 33050.16 |
| Profit Factor | 1.50 | 5.64 | 0.83 | 0.79 | 1.81 |
| Trades | 32 | 13 | 19 | 32 | 32 |
| Winning Trades | 17 | 10 | 7 | 14 | 19 |
| Losing Trades | 15 | 3 | 12 | 18 | 13 |
| % Profitable | 53.00 | 76.00 | 36.00 | 43.00 | 59.00 |
| Profit/Loss Per Trade % | 0.49 | 1.59 | -0.25 | -0.32 | 0.76 |
| Profit Per Trade % | 2.75 | 2.49 | 3.12 | 2.35 | 2.90 |
| Loss Per Trade % | 1.99 | 1.35 | 2.15 | 2.31 | 2.26 |
| Days In Trade | 835 | 343 | 492 | 835 | 835 |
| Days In Trade (Avg. Per Trade) | 26.09 | 26.38 | 25.89 | 26.09 | 26.09 |
| % Days In Trade | 42.36 | 17.40 | 24.96 | 42.36 | 42.36 |