| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GSK | GlaxoSmithKline PLC ADR | Healthcare | Drug Manufacturers - General | 104691 | 0.0345 | 52.22 | 4783282 |
| NVS | Novartis AG ADR | Healthcare | Drug Manufacturers - General | 289190 | 0.0313 | 150.93 | 1788014 |
| 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: | 164713.38 |
| Total net P/L: | 154713.38 | Total ROI: | 1547.13 % |
| CAGR: | 10.00 % | Max. DD: | 58.84 % |
| System Score: | 2.864 | Sharpe Ratio: | 3.729 |
| Start Date: | 1997-01-17 | End Date: | 2026-05-29 |
| Total days: | 10724 | ||
| Commissions: | 27276.98 | Comm.% P/L | 14.99 % |
| Total Transactions: | 1740 | Log. Linearity: | 65.907 % |
| Total | Long |
Short |
GSK | NVS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 181990.36 | 28462.27 | 153528.09 | 188011.12 | -6020.76 |
| Total Profit | 945135.90 | 473597.11 | 471538.79 | 1045546.42 | 838399.59 |
| Total Loss | 763145.54 | 445134.84 | 318010.69 | 857535.30 | 844420.35 |
| Profit Factor | 1.24 | 1.06 | 1.48 | 1.22 | 0.99 |
| Trades | 435 | 222 | 213 | 435 | 435 |
| Winning Trades | 305 | 151 | 154 | 268 | 250 |
| Losing Trades | 130 | 71 | 59 | 167 | 185 |
| % Profitable | 70.00 | 68.00 | 72.00 | 61.00 | 57.00 |
| Profit/Loss Per Trade % | 0.69 | 0.57 | 0.81 | 0.48 | 0.14 |
| Profit Per Trade % | 2.50 | 2.53 | 2.46 | 2.83 | 2.39 |
| Loss Per Trade % | 3.34 | 3.39 | 3.27 | 3.10 | 2.77 |
| Days In Trade | 5083 | 2673 | 2410 | 5083 | 5083 |
| Days In Trade (Avg. Per Trade) | 11.69 | 12.04 | 11.31 | 11.69 | 11.69 |
| % Days In Trade | 47.40 | 24.93 | 22.47 | 47.40 | 47.40 |