| 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: | 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 | Long |
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 |