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Model: Ratio
HQ Backtest GSK vs NVS
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
GSK GlaxoSmithKline plc (ADR) Healthcare NYSE 102760 1.02 2436.04 43.25 2320000 0
NVS Novartis AG (ADR) Healthcare NYSE 219820 0.75 2479.8 82.3 1900000 0
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
Version: 3 Model Version: n/a Bid-Ask 0.00 / 0.00
Initial Capital: 10000.00 Final Equity: 22771.56
Total net P/L: 12771.56 Total ROI: 127.72 %
CAGR: 50.99 % Max. DD: 6.44 %
MAPY: 38.68 %
Start Date: 2008-01-02 End Date: 2009-12-31
Total days: 729 Leverage: 1:2
Commissions: 239.80 Comm.% P/L 1.84 %
Total Transactions: 124 Log. Linearity: 93.173 %
Total enabled Long enabled Short GSK NVS
Total Profit/Loss 13011.36 7983.23 5028.13 9823.39 3187.97
Total Profit 13979.40 8861.82 5117.58 13227.93 7380.73
Total Loss 968.04 878.59 89.45 3404.54 4192.76
Profit Factor 14.44 10.09 57.21 3.89 1.76
Trades 31 20 11 31 31
Winning Trades 28 18 10 25 18
Losing Trades 3 2 1 6 13
% Profitable 90.00 90.00 90.00 80.00 58.00
Profit/Loss Per Trade % 2.74 2.82 2.58 2.08 0.56
Profit Per Trade % 3.24 3.43 2.89 3.52 2.58
Loss Per Trade % 1.81 2.52 0.40 3.63 2.15
Days In Trade 271 178 93 271 271
Days In Trade (Avg. Per Trade) 8.74 8.90 8.45 8.74 8.74
% Days In Trade 37.17 24.42 12.76 37.17 37.17
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.