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: | 21 | 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: | 9354.72 |
Total net P/L: | -645.28 | Total ROI: | -6.45 % |
CAGR: | -1.21 % | Max. DD: | 32.99 % |
System Score: | -0.002 | Sharpe Ratio: | -0.008 |
Start Date: | 2020-01-02 | End Date: | 2025-06-30 |
Total days: | 2006 | ||
Commissions: | 340.99 | Comm.% P/L | 112.06 % |
Total Transactions: | 320 | Log. Linearity: | 12.624 % |
Total | ![]() |
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NVS | GSK | |
---|---|---|---|---|---|
Total Profit/Loss | -304.29 | 847.37 | -1151.66 | -3122.18 | 2817.89 |
Total Profit | 9895.58 | 5160.72 | 4734.86 | 8484.64 | 13971.23 |
Total Loss | 10199.87 | 4313.35 | 5886.52 | 11606.82 | 11153.34 |
Profit Factor | 0.97 | 1.20 | 0.80 | 0.73 | 1.25 |
Trades | 80 | 40 | 40 | 80 | 80 |
Winning Trades | 50 | 25 | 25 | 39 | 47 |
Losing Trades | 30 | 15 | 15 | 41 | 33 |
% Profitable | 62.00 | 62.00 | 62.00 | 48.00 | 58.00 |
Profit/Loss Per Trade % | -0.03 | 0.23 | -0.30 | -0.46 | 0.32 |
Profit Per Trade % | 2.29 | 2.38 | 2.19 | 2.48 | 3.36 |
Loss Per Trade % | 3.66 | 3.21 | 4.12 | 3.12 | 3.72 |
Days In Trade | 1086 | 538 | 548 | 1086 | 1086 |
Days In Trade (Avg. Per Trade) | 13.57 | 13.45 | 13.70 | 13.57 | 13.57 |
% Days In Trade | 54.14 | 26.82 | 27.32 | 54.14 | 54.14 |