| 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: | 10188.75 |
| Total net P/L: | 188.75 | Total ROI: | 1.89 % |
| CAGR: | 0.77 % | Max. DD: | 11.43 % |
| System Score: | 0.045 | Sharpe Ratio: | 0.194 |
| Start Date: | 2024-01-02 | End Date: | 2026-06-12 |
| Total days: | 892 | ||
| Commissions: | 84.00 | Comm.% P/L | 30.80 % |
| Total Transactions: | 84 | Log. Linearity: | 38.954 % |
| Total | Long |
Short |
UL | PG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 272.75 | -551.60 | 824.35 | -1029.13 | 1301.88 |
| Total Profit | 3039.76 | 1135.56 | 1904.20 | 3087.63 | 4171.32 |
| Total Loss | 2767.00 | 1687.16 | 1079.85 | 4116.75 | 2869.44 |
| Profit Factor | 1.10 | 0.67 | 1.76 | 0.75 | 1.45 |
| Trades | 21 | 8 | 13 | 21 | 21 |
| Winning Trades | 13 | 4 | 9 | 11 | 14 |
| Losing Trades | 8 | 4 | 4 | 10 | 7 |
| % Profitable | 61.00 | 50.00 | 69.00 | 52.00 | 66.00 |
| Profit/Loss Per Trade % | 0.13 | -0.67 | 0.63 | -0.54 | 0.51 |
| Profit Per Trade % | 2.39 | 2.91 | 2.16 | 2.84 | 2.91 |
| Loss Per Trade % | 3.40 | 4.12 | 2.68 | 3.95 | 4.08 |
| Days In Trade | 314 | 134 | 180 | 314 | 314 |
| Days In Trade (Avg. Per Trade) | 14.95 | 16.75 | 13.85 | 14.95 | 14.95 |
| % Days In Trade | 35.20 | 15.02 | 20.18 | 35.20 | 35.20 |