| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| UNH | UnitedHealth Group Incorporated | Healthcare | Healthcare Plans | 333268 | 0.024 | 371.29 | 7356148 |
| PFE | Pfizer Inc | Healthcare | Drug Manufacturers - General | 160617 | 0.0616 | 28.18 | 41623099 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 11309.26 |
| Total net P/L: | 1309.26 | Total ROI: | 13.09 % |
| CAGR: | 2.20 % | Max. DD: | 26.14 % |
| System Score: | 0.853 | Sharpe Ratio: | 0.520 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 129.62 | Comm.% P/L | 9.01 % |
| Total Transactions: | 88 | Log. Linearity: | 72.930 % |
| Total | Long |
Short |
UNH | PFE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1438.88 | 1438.88 | 0.00 | 2336.33 | -897.45 |
| Total Profit | 8237.99 | 8237.99 | 0.00 | 5892.68 | 4483.36 |
| Total Loss | 6799.11 | 6799.11 | 0.00 | 3556.35 | 5380.81 |
| Profit Factor | 1.21 | 1.21 | 0.00 | 1.66 | 0.83 |
| Trades | 22 | 22 | 0 | 22 | 22 |
| Winning Trades | 13 | 13 | 0 | 14 | 11 |
| Losing Trades | 9 | 9 | 0 | 8 | 11 |
| % Profitable | 59.00 | 59.00 | 0.00 | 63.00 | 50.00 |
| Profit/Loss Per Trade % | 0.61 | 0.61 | 0.00 | 0.89 | -0.30 |
| Profit Per Trade % | 5.57 | 5.57 | 0.00 | 3.53 | 3.70 |
| Loss Per Trade % | 5.99 | 5.99 | 0.00 | 3.47 | 4.00 |
| Days In Trade | 341 | 341 | 0 | 341 | 341 |
| Days In Trade (Avg. Per Trade) | 15.50 | 15.50 | 0.00 | 15.50 | 15.50 |
| % Days In Trade | 16.51 | 16.51 | 0.00 | 16.51 | 16.51 |