Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NVS | Novartis AG ADR | Healthcare | Drug Manufacturers - General | 195984 | 0.0397 | 97.28 | 1462587 |
MRK | Merck & Company Inc | Healthcare | Drug Manufacturers - General | 321391 | 0.0243 | 126.88 | 7780268 |
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 |