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Model: Ratio
HQ Backtest NVS vs GSK
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: 7509.97
Total net P/L: -2490.03 Total ROI: -24.90 %
CAGR: -5.08 % Max. DD: 37.72 %
System Score: -1.709 Sharpe Ratio: -0.619
Start Date: 2020-01-02 End Date: 2025-06-30
Total days: 2006
Commissions: 346.87 Comm.% P/L 16.18 %
Total Transactions: 336 Log. Linearity: 69.557 %
Total enabled Long enabled Short NVS GSK
Total Profit/Loss -2143.16 362.31 -2505.47 -3324.67 1181.51
Total Profit 9227.39 4634.91 4592.48 7993.71 12338.10
Total Loss 11370.55 4272.60 7097.95 11318.38 11156.59
Profit Factor 0.81 1.08 0.65 0.71 1.11
Trades 84 40 44 84 84
Winning Trades 50 25 25 42 50
Losing Trades 34 15 19 42 34
% Profitable 59.00 62.00 56.00 50.00 59.00
Profit/Loss Per Trade % -0.29 0.15 -0.69 -0.52 0.14
Profit Per Trade % 2.36 2.38 2.33 2.35 3.06
Loss Per Trade % 3.94 3.39 4.38 3.24 3.88
Days In Trade 1127 526 601 1127 1127
Days In Trade (Avg. Per Trade) 13.42 13.15 13.66 13.42 13.42
% Days In Trade 56.18 26.22 29.96 56.18 56.18
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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.