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: | 12039.36 |
Total net P/L: | 2039.36 | Total ROI: | 20.39 % |
CAGR: | 7.73 % | Max. DD: | 10.23 % |
System Score: | 4.291 | Sharpe Ratio: | 0.934 |
Start Date: | 2023-01-02 | End Date: | 2025-06-30 |
Total days: | 910 | ||
Commissions: | 202.46 | Comm.% P/L | 9.03 % |
Total Transactions: | 164 | Log. Linearity: | 82.190 % |
Total | ![]() |
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NVS | GSK | |
---|---|---|---|---|---|
Total Profit/Loss | 2241.82 | 876.30 | 1365.52 | -1528.86 | 3770.68 |
Total Profit | 7484.00 | 3504.76 | 3979.24 | 4540.99 | 8053.64 |
Total Loss | 5242.18 | 2628.46 | 2613.72 | 6069.85 | 4282.96 |
Profit Factor | 1.43 | 1.33 | 1.52 | 0.75 | 1.88 |
Trades | 41 | 19 | 22 | 41 | 41 |
Winning Trades | 30 | 13 | 17 | 20 | 24 |
Losing Trades | 11 | 6 | 5 | 21 | 17 |
% Profitable | 73.00 | 68.00 | 77.00 | 48.00 | 58.00 |
Profit/Loss Per Trade % | 0.50 | 0.37 | 0.61 | -0.36 | 0.81 |
Profit Per Trade % | 2.29 | 2.44 | 2.17 | 2.05 | 3.03 |
Loss Per Trade % | 4.18 | 3.92 | 4.49 | 2.54 | 2.21 |
Days In Trade | 502 | 239 | 263 | 502 | 502 |
Days In Trade (Avg. Per Trade) | 12.24 | 12.58 | 11.95 | 12.24 | 12.24 |
% Days In Trade | 55.16 | 26.26 | 28.90 | 55.16 | 55.16 |