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Model: Ratio
HQ Backtest LLY vs NVO
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
LLY Eli Lilly and Company Healthcare Drug Manufacturers - General 963404 0.0054 1074.6801 4027945
NVO Novo Nordisk A/S Healthcare Drug Manufacturers - General 226084 0.0339 50.88 14498552
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: DEMA 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: 20543.33
Total net P/L: 10543.33 Total ROI: 105.43 %
CAGR: 15.51 % Max. DD: 34.27 %
System Score: 11.899 Sharpe Ratio: 1.715
Start Date: 2021-01-04 End Date: 2025-12-31
Total days: 1822
Commissions: 340.08 Comm.% P/L 3.12 %
Total Transactions: 296 Log. Linearity: 91.536 %
Total enabled Long enabled Short LLY NVO
Total Profit/Loss 10883.41 11998.07 -1114.66 2341.76 8541.65
Total Profit 29226.47 14046.89 15179.58 26538.25 28665.86
Total Loss 18343.06 2048.82 16294.24 24196.48 20124.22
Profit Factor 1.59 6.86 0.93 1.10 1.42
Trades 74 32 42 74 74
Winning Trades 56 27 29 40 50
Losing Trades 18 5 13 34 24
% Profitable 75.00 84.00 69.00 54.00 67.00
Profit/Loss Per Trade % 1.01 2.08 0.20 0.03 0.88
Profit Per Trade % 3.06 3.00 3.11 3.46 3.37
Loss Per Trade % 4.64 2.73 5.38 3.67 4.02
Days In Trade 629 262 367 629 629
Days In Trade (Avg. Per Trade) 8.50 8.19 8.74 8.50 8.50
% Days In Trade 34.52 14.38 20.14 34.52 34.52
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FB LN TW

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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.