| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BAX | Baxter International Inc | Healthcare | Medical Instruments & Supplies | 8309 | 0.0312 | 16.15 | 7967921 |
| CI | Cigna Corp | Healthcare | Healthcare Plans | 70211 | 0.0228 | 262.84 | 1831015 |
| 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: | 14502.67 |
| Total net P/L: | 4502.67 | Total ROI: | 45.03 % |
| CAGR: | 38.03 % | Max. DD: | 18.09 % |
| System Score: | 0.918 | Sharpe Ratio: | 1.427 |
| Start Date: | 2025-01-02 | End Date: | 2026-02-27 |
| Total days: | 421 | ||
| Commissions: | 99.64 | Comm.% P/L | 2.16 % |
| Total Transactions: | 64 | Log. Linearity: | 28.901 % |
| Total | Long |
Short |
BAX | CI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4602.31 | 609.72 | 3992.59 | 4108.97 | 493.34 |
| Total Profit | 7295.58 | 3296.19 | 3999.39 | 7195.36 | 3262.75 |
| Total Loss | 2693.27 | 2686.47 | 6.80 | 3086.39 | 2769.41 |
| Profit Factor | 2.71 | 1.23 | 588.15 | 2.33 | 1.18 |
| Trades | 16 | 8 | 8 | 16 | 16 |
| Winning Trades | 12 | 5 | 7 | 11 | 10 |
| Losing Trades | 4 | 3 | 1 | 5 | 6 |
| % Profitable | 75.00 | 62.00 | 87.00 | 68.00 | 62.00 |
| Profit/Loss Per Trade % | 2.41 | 0.17 | 4.70 | 2.04 | 0.23 |
| Profit Per Trade % | 5.51 | 5.66 | 5.40 | 5.94 | 3.10 |
| Loss Per Trade % | 5.96 | 8.00 | 0.07 | 5.55 | 4.23 |
| Days In Trade | 195 | 116 | 79 | 195 | 195 |
| Days In Trade (Avg. Per Trade) | 12.19 | 14.50 | 9.88 | 12.19 | 12.19 |
| % Days In Trade | 46.32 | 27.55 | 18.76 | 46.32 | 46.32 |