| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MDT | Medtronic PLC | Healthcare | Medical Devices | 105279 | 0.0333 | 82 | 7502470 |
| CVS | CVS Health Corp | Healthcare | Healthcare Plans | 99145 | 0.0347 | 77.36 | 7881822 |
| 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: | 8041.61 |
| Total net P/L: | -1958.39 | Total ROI: | -19.58 % |
| CAGR: | -16.11 % | Max. DD: | 24.77 % |
| System Score: | -5.387 | Sharpe Ratio: | -0.730 |
| Start Date: | 2025-01-02 | End Date: | 2026-03-31 |
| Total days: | 453 | ||
| Commissions: | 56.08 | Comm.% P/L | 2.95 % |
| Total Transactions: | 56 | Log. Linearity: | 69.416 % |
| Total | Long |
Short |
MDT | CVS | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1902.31 | -1010.29 | -892.02 | -999.99 | -902.32 |
| Total Profit | 1619.38 | 1123.33 | 496.05 | 2781.67 | 2195.01 |
| Total Loss | 3521.69 | 2133.62 | 1388.07 | 3781.66 | 3097.33 |
| Profit Factor | 0.46 | 0.53 | 0.36 | 0.74 | 0.71 |
| Trades | 14 | 10 | 4 | 14 | 14 |
| Winning Trades | 6 | 5 | 1 | 6 | 8 |
| Losing Trades | 8 | 5 | 3 | 8 | 6 |
| % Profitable | 42.00 | 50.00 | 25.00 | 42.00 | 57.00 |
| Profit/Loss Per Trade % | -1.50 | -1.07 | -2.56 | -1.20 | -0.61 |
| Profit Per Trade % | 3.29 | 2.65 | 6.53 | 4.95 | 3.33 |
| Loss Per Trade % | 4.80 | 4.52 | 5.26 | 5.34 | 5.29 |
| Days In Trade | 228 | 160 | 68 | 228 | 228 |
| Days In Trade (Avg. Per Trade) | 16.29 | 16.00 | 17.00 | 16.29 | 16.29 |
| % Days In Trade | 50.33 | 35.32 | 15.01 | 50.33 | 50.33 |