Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
OGN | Organon & Co | Healthcare | Drug Manufacturers - General | 4734 | 0.0605 | 18.71 | 3485190 |
MRK | Merck & Company Inc | Healthcare | Drug Manufacturers - General | 321695 | 0.0243 | 127 | 7786164 |
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: | 1000.00 | Final Equity: | 845.07 |
Total net P/L: | -154.93 | Total ROI: | -15.49 % |
CAGR: | -52.73 % | Max. DD: | 20.13 % |
System Score: | -23.852 | Sharpe Ratio: | -0.921 |
Start Date: | 2021-07-22 | End Date: | 2021-10-12 |
Total days: | 82 | ||
Commissions: | 12.00 | Comm.% P/L | 8.40 % |
Total Transactions: | 12 | Log. Linearity: | 76.763 % |
Total | Long | Short | OGN | MRK | |
---|---|---|---|---|---|
Total Profit/Loss | -142.93 | -52.80 | -90.13 | -46.02 | -96.91 |
Total Profit | 9.30 | 0.00 | 9.30 | 67.58 | 14.17 |
Total Loss | 152.23 | 52.80 | 99.43 | 113.60 | 111.08 |
Profit Factor | 0.06 | 0.00 | 0.09 | 0.59 | 0.13 |
Trades | 3 | 1 | 2 | 3 | 3 |
Winning Trades | 1 | 0 | 1 | 2 | 1 |
Losing Trades | 2 | 1 | 1 | 1 | 2 |
% Profitable | 33.00 | 0.00 | 50.00 | 66.00 | 33.00 |
Profit/Loss Per Trade % | -5.04 | -5.87 | -4.62 | -1.59 | -3.72 |
Profit Per Trade % | 1.04 | 0.00 | 1.04 | 3.71 | 1.42 |
Loss Per Trade % | 7.90 | 5.87 | 9.96 | 11.38 | 6.19 |
Days In Trade | 51 | 12 | 39 | 51 | 51 |
Days In Trade (Avg. Per Trade) | 17.00 | 12.00 | 19.50 | 17.00 | 17.00 |
% Days In Trade | 62.20 | 14.63 | 47.56 | 62.20 | 62.20 |