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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 91480 0.92 2454.64 37.21 3580000 1670000
NVS Novartis AG (ADR) Healthcare NYSE 214540 0.78 2574.84 85.78 1830000 1990000
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: 7991.20
Total net P/L: -2008.80 Total ROI: -20.09 %
CAGR: -4.32 % Max. DD: 34.40 %
System Score: -2.166 Sharpe Ratio: -0.682
Start Date: 2014-01-02 End Date: 2019-01-31
Total days: 1855
Commissions: 302.72 Comm.% P/L 17.74 %
Total Transactions: 292 Log. Linearity: 79.461 %
Total enabled Long enabled Short GSK NVS
Total Profit/Loss -1706.08 -1739.47 33.39 -1527.65 -178.43
Total Profit 6579.77 3038.92 3540.84 7592.89 7069.05
Total Loss 8285.85 4778.40 3507.45 9120.54 7247.48
Profit Factor 0.79 0.64 1.01 0.83 0.98
Trades 73 40 33 73 73
Winning Trades 47 22 25 34 40
Losing Trades 26 18 8 39 33
% Profitable 64.00 55.00 75.00 46.00 54.00
Profit/Loss Per Trade % -0.26 -0.44 -0.04 -0.24 -0.07
Profit Per Trade % 1.57 1.59 1.55 2.48 1.97
Loss Per Trade % 3.42 2.83 4.74 2.50 2.46
Days In Trade 937 557 380 937 937
Days In Trade (Avg. Per Trade) 12.84 13.93 11.52 12.84 12.84
% Days In Trade 50.51 30.03 20.49 50.51 50.51
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Trade Log
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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.