| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| UL | Unilever PLC ADR | Consumer Defensive | Household & Personal Products | 129142 | 0.038 | 59.97 | 3521004 |
| PG | Procter & Gamble Company | Consumer Defensive | Household & Personal Products | 354040 | 0.028 | 152.04 | 9623583 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 10692.45 |
| Total net P/L: | 692.45 | Total ROI: | 6.92 % |
| CAGR: | 4.76 % | Max. DD: | 9.64 % |
| System Score: | 0.198 | Sharpe Ratio: | 0.592 |
| Start Date: | 2025-01-02 | End Date: | 2026-06-12 |
| Total days: | 526 | ||
| Commissions: | 48.00 | Comm.% P/L | 6.48 % |
| Total Transactions: | 48 | Log. Linearity: | 34.676 % |
| Total | Long |
Short |
UL | PG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 740.45 | -247.66 | 988.11 | -1155.08 | 1895.53 |
| Total Profit | 2129.74 | 434.12 | 1695.62 | 1722.68 | 3041.95 |
| Total Loss | 1389.29 | 681.78 | 707.51 | 2877.76 | 1146.42 |
| Profit Factor | 1.53 | 0.64 | 2.40 | 0.60 | 2.65 |
| Trades | 12 | 4 | 8 | 12 | 12 |
| Winning Trades | 9 | 2 | 7 | 7 | 8 |
| Losing Trades | 3 | 2 | 1 | 5 | 4 |
| % Profitable | 75.00 | 50.00 | 87.00 | 58.00 | 66.00 |
| Profit/Loss Per Trade % | 0.60 | -0.54 | 1.17 | -0.95 | 1.36 |
| Profit Per Trade % | 2.29 | 2.09 | 2.35 | 2.35 | 3.47 |
| Loss Per Trade % | 4.28 | 3.09 | 6.69 | 5.12 | 2.69 |
| Days In Trade | 155 | 70 | 85 | 155 | 155 |
| Days In Trade (Avg. Per Trade) | 12.92 | 17.50 | 10.62 | 12.92 | 12.92 |
| % Days In Trade | 29.47 | 13.31 | 16.16 | 29.47 | 29.47 |