| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| A | Agilent Technologies Inc | Healthcare | Diagnostics & Research | 38576 | 0.0072 | 136.07 | 1936395 |
| TMO | Thermo Fisher Scientific Inc | Healthcare | Diagnostics & Research | 217704 | 0.0029 | 579.45 | 2323440 |
| 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: | 8792.51 |
| Total net P/L: | -1207.49 | Total ROI: | -12.07 % |
| CAGR: | -12.14 % | Max. DD: | 25.70 % |
| System Score: | -2.260 | Sharpe Ratio: | -0.787 |
| Start Date: | 2025-01-02 | End Date: | 2025-12-31 |
| Total days: | 363 | ||
| Commissions: | 72.00 | Comm.% P/L | 6.34 % |
| Total Transactions: | 72 | Log. Linearity: | 57.104 % |
| Total | Long |
Short |
A | TMO | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1135.49 | -139.29 | -996.20 | -1529.14 | 393.65 |
| Total Profit | 2256.74 | 1601.04 | 655.70 | 1961.35 | 2734.58 |
| Total Loss | 3392.23 | 1740.33 | 1651.90 | 3490.49 | 2340.93 |
| Profit Factor | 0.67 | 0.92 | 0.40 | 0.56 | 1.17 |
| Trades | 18 | 11 | 7 | 18 | 18 |
| Winning Trades | 12 | 8 | 4 | 9 | 7 |
| Losing Trades | 6 | 3 | 3 | 9 | 11 |
| % Profitable | 66.00 | 72.00 | 57.00 | 50.00 | 38.00 |
| Profit/Loss Per Trade % | -0.67 | -0.12 | -1.52 | -0.89 | 0.13 |
| Profit Per Trade % | 2.10 | 2.23 | 1.83 | 2.46 | 4.19 |
| Loss Per Trade % | 5.91 | 6.08 | 5.73 | 4.05 | 2.28 |
| Days In Trade | 224 | 121 | 103 | 224 | 224 |
| Days In Trade (Avg. Per Trade) | 12.44 | 11.00 | 14.71 | 12.44 | 12.44 |
| % Days In Trade | 61.71 | 33.33 | 28.37 | 61.71 | 61.71 |