Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BHVN | Biohaven Pharmaceutical Holding Co Ltd | Healthcare | Biotechnology | 2696 | 0 | 33.5 | 1066950 |
IMGN | ImmunoGen Inc | Healthcare | Biotechnology | 7821 | 0.0113 | 29.21 | 6122538 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 17087.40 |
Total net P/L: | 7087.40 | Total ROI: | 70.87 % |
CAGR: | 71.89 % | Max. DD: | 40.15 % |
System Score: | 24.415 | Sharpe Ratio: | 1.034 |
Start Date: | 2022-01-03 | End Date: | 2022-12-30 |
Total days: | 361 | ||
Commissions: | 297.79 | Comm.% P/L | 4.03 % |
Total Transactions: | 40 | Log. Linearity: | 69.768 % |
Total | ![]() |
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BHVN | IMGN | |
---|---|---|---|---|---|
Total Profit/Loss | 7385.19 | 7624.62 | -239.43 | 7919.37 | -534.18 |
Total Profit | 10198.43 | 7624.62 | 2573.81 | 10674.64 | 5937.12 |
Total Loss | 2813.24 | 0.00 | 2813.24 | 2755.27 | 6471.30 |
Profit Factor | 3.63 | 0.00 | 0.91 | 3.87 | 0.92 |
Trades | 10 | 6 | 4 | 10 | 10 |
Winning Trades | 8 | 6 | 2 | 6 | 6 |
Losing Trades | 2 | 0 | 2 | 4 | 4 |
% Profitable | 80.00 | 100.00 | 50.00 | 60.00 | 60.00 |
Profit/Loss Per Trade % | 5.77 | 10.16 | -0.49 | 5.12 | -1.02 |
Profit Per Trade % | 11.20 | 10.16 | 14.39 | 14.06 | 9.41 |
Loss Per Trade % | 13.39 | 0.00 | 13.39 | 6.61 | 12.59 |
Days In Trade | 152 | 94 | 58 | 152 | 152 |
Days In Trade (Avg. Per Trade) | 15.20 | 15.67 | 14.50 | 15.20 | 15.20 |
% Days In Trade | 42.11 | 26.04 | 16.07 | 42.11 | 42.11 |