Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PFE | Pfizer Inc | Healthcare | Drug Manufacturers - General | 140774 | 0.0691 | 24.76 | 45355938 |
JNJ | Johnson & Johnson | Healthcare | Drug Manufacturers - General | 426686 | 0.0286 | 177.17 | 8857853 |
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: | 7181.51 |
Total net P/L: | -2818.49 | Total ROI: | -28.18 % |
CAGR: | -5.68 % | Max. DD: | 44.19 % |
System Score: | -2.485 | Sharpe Ratio: | -0.542 |
Start Date: | 2020-01-02 | End Date: | 2025-08-29 |
Total days: | 2066 | ||
Commissions: | 376.59 | Comm.% P/L | 15.42 % |
Total Transactions: | 316 | Log. Linearity: | 75.913 % |
Total | ![]() |
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PFE | JNJ | |
---|---|---|---|---|---|
Total Profit/Loss | -2441.91 | -4121.63 | 1679.73 | -7286.56 | 4844.66 |
Total Profit | 10830.95 | 3810.91 | 7020.04 | 10639.45 | 11901.97 |
Total Loss | 13272.85 | 7932.54 | 5340.31 | 17926.02 | 7057.31 |
Profit Factor | 0.82 | 0.48 | 1.31 | 0.59 | 1.69 |
Trades | 79 | 42 | 37 | 79 | 79 |
Winning Trades | 50 | 22 | 28 | 41 | 47 |
Losing Trades | 29 | 20 | 9 | 38 | 30 |
% Profitable | 63.00 | 52.00 | 75.00 | 51.00 | 59.00 |
Profit/Loss Per Trade % | -0.37 | -1.11 | 0.48 | -0.98 | 0.52 |
Profit Per Trade % | 2.24 | 1.79 | 2.59 | 2.69 | 2.56 |
Loss Per Trade % | 4.56 | 4.15 | 5.48 | 4.63 | 2.51 |
Days In Trade | 1076 | 623 | 453 | 1076 | 1076 |
Days In Trade (Avg. Per Trade) | 13.62 | 14.83 | 12.24 | 13.62 | 13.62 |
% Days In Trade | 52.08 | 30.15 | 21.93 | 52.08 | 52.08 |