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Model: Ratio
HQ Backtest GSK vs NVS
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: 270535.83
Total net P/L: 260535.83 Total ROI: 2605.36 %
CAGR: 18.55 % Max. DD: 24.88 %
System Score: 16.640 Sharpe Ratio: 4.990
Start Date: 1997-01-17 End Date: 2016-05-31
Total days: 7074
Commissions: 15940.00 Comm.% P/L 5.77 %
Total Transactions: 1152 Log. Linearity: 96.444 %
Total enabled Long enabled Short GSK NVS
Total Profit/Loss 276475.83 137240.15 139235.68 170813.36 105662.47
Total Profit 575962.07 293310.35 282651.72 574530.02 455148.60
Total Loss 299486.24 156070.20 143416.04 403716.66 349486.13
Profit Factor 1.92 1.88 1.97 1.42 1.30
Trades 288 147 141 288 288
Winning Trades 216 108 108 187 178
Losing Trades 72 39 33 101 110
% Profitable 75.00 73.00 76.00 64.00 61.00
Profit/Loss Per Trade % 1.20 1.22 1.17 0.72 0.42
Profit Per Trade % 2.67 2.71 2.63 2.81 2.33
Loss Per Trade % 3.00 2.72 3.33 2.98 2.56
Days In Trade 3180 1674 1506 3180 3180
Days In Trade (Avg. Per Trade) 11.04 11.39 10.68 11.04 11.04
% Days In Trade 44.95 23.66 21.29 44.95 44.95
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Trade Log
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FB LN TW

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.