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Model: Ratio
HQ Backtest NVO vs LLY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
NVO Novo Nordisk A/S Healthcare Drug Manufacturers - General 306298 0.0233 67.55 6927012
LLY Eli Lilly and Company Healthcare Drug Manufacturers - General 737662 0.0073 776.72 3673197
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 30 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 15233.48
Total net P/L: 5233.48 Total ROI: 52.33 %
CAGR: 8.50 % Max. DD: 15.56 %
System Score: 4.111 Sharpe Ratio: 1.749
Start Date: 2020-01-02 End Date: 2025-02-28
Total days: 1884
Commissions: 296.00 Comm.% P/L 5.35 %
Total Transactions: 296 Log. Linearity: 78.504 %
Total enabled Long enabled Short NVO LLY
Total Profit/Loss 5529.48 936.53 4592.95 5930.46 -400.98
Total Profit 11643.94 4792.04 6851.90 13604.56 10172.42
Total Loss 6114.46 3855.51 2258.95 7674.10 10573.40
Profit Factor 1.90 1.24 3.03 1.77 0.96
Trades 74 37 37 74 74
Winning Trades 50 20 30 46 36
Losing Trades 24 17 7 28 38
% Profitable 67.00 54.00 81.00 62.00 48.00
Profit/Loss Per Trade % 0.60 0.24 0.97 0.60 -0.05
Profit Per Trade % 1.82 1.89 1.77 2.28 2.19
Loss Per Trade % 1.85 1.65 2.35 2.06 2.10
Days In Trade 994 576 418 994 994
Days In Trade (Avg. Per Trade) 13.43 15.57 11.30 13.43 13.43
% Days In Trade 52.76 30.57 22.19 52.76 52.76
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FB LN TW

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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.