| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| NVS | Novartis AG ADR | Healthcare | Drug Manufacturers - General | 238340 | 0.0328 | 121.8 | 1865527 |
| MRK | Merck & Company Inc | Healthcare | Drug Manufacturers - General | 216258 | 0.0363 | 86.58 | 14836453 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 12597.69 |
| Total net P/L: | 2597.69 | Total ROI: | 25.98 % |
| CAGR: | 26.14 % | Max. DD: | 10.50 % |
| System Score: | 10.853 | Sharpe Ratio: | 1.407 |
| Start Date: | 2020-01-02 | End Date: | 2020-12-30 |
| Total days: | 363 | ||
| Commissions: | 60.00 | Comm.% P/L | 2.26 % |
| Total Transactions: | 60 | Log. Linearity: | 74.605 % |
| Total | Long |
Short |
NVS | MRK | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2657.69 | 547.34 | 2110.34 | 92.37 | 2565.32 |
| Total Profit | 4697.09 | 1274.60 | 3422.48 | 2851.31 | 5100.44 |
| Total Loss | 2039.40 | 727.26 | 1312.14 | 2758.94 | 2535.12 |
| Profit Factor | 2.30 | 1.75 | 2.61 | 1.03 | 2.01 |
| Trades | 15 | 4 | 11 | 15 | 15 |
| Winning Trades | 11 | 3 | 8 | 7 | 7 |
| Losing Trades | 4 | 1 | 3 | 8 | 8 |
| % Profitable | 73.00 | 75.00 | 72.00 | 46.00 | 46.00 |
| Profit/Loss Per Trade % | 1.59 | 1.21 | 1.72 | -0.11 | 1.51 |
| Profit Per Trade % | 3.94 | 3.66 | 4.05 | 3.60 | 6.64 |
| Loss Per Trade % | 4.46 | 5.78 | 4.03 | 3.12 | 2.70 |
| Days In Trade | 181 | 49 | 132 | 181 | 181 |
| Days In Trade (Avg. Per Trade) | 12.07 | 12.25 | 12.00 | 12.07 | 12.07 |
| % Days In Trade | 49.86 | 13.50 | 36.36 | 49.86 | 49.86 |