Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NVS | Novartis AG ADR | Healthcare | Drug Manufacturers - General | 242663 | 0.033 | 122.12 | 1668292 |
GSK | GlaxoSmithKline PLC ADR | Healthcare | Drug Manufacturers - General | 77652 | 0.0417 | 38.19 | 5324260 |
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: | 10000.00 | Final Equity: | 16118.22 |
Total net P/L: | 6118.22 | Total ROI: | 61.18 % |
CAGR: | 61.39 % | Max. DD: | 6.45 % |
System Score: | 37.554 | Sharpe Ratio: | 2.711 |
Start Date: | 2008-01-02 | End Date: | 2008-12-31 |
Total days: | 364 | ||
Commissions: | 97.85 | Comm.% P/L | 1.57 % |
Total Transactions: | 68 | Log. Linearity: | 84.887 % |
Total | ![]() |
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NVS | GSK | |
---|---|---|---|---|---|
Total Profit/Loss | 6216.07 | 689.92 | 5526.15 | 1866.94 | 4349.13 |
Total Profit | 6471.34 | 689.92 | 5781.42 | 3892.06 | 6191.75 |
Total Loss | 255.28 | 0.00 | 255.28 | 2025.12 | 1842.62 |
Profit Factor | 25.35 | 0.00 | 22.65 | 1.92 | 3.36 |
Trades | 17 | 3 | 14 | 17 | 17 |
Winning Trades | 16 | 3 | 13 | 9 | 13 |
Losing Trades | 1 | 0 | 1 | 8 | 4 |
% Profitable | 94.00 | 100.00 | 92.00 | 52.00 | 76.00 |
Profit/Loss Per Trade % | 2.90 | 2.10 | 3.07 | 0.73 | 2.03 |
Profit Per Trade % | 3.23 | 2.10 | 3.49 | 3.37 | 3.89 |
Loss Per Trade % | 2.24 | 0.00 | 2.24 | 2.13 | 3.72 |
Days In Trade | 124 | 22 | 102 | 124 | 124 |
Days In Trade (Avg. Per Trade) | 7.29 | 7.33 | 7.29 | 7.29 | 7.29 |
% Days In Trade | 34.07 | 6.04 | 28.02 | 34.07 | 34.07 |