| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| INCY | Incyte Corporation | Healthcare | Biotechnology | 20042 | 100.32 | 1907802 | |
| BMRN | Biomarin Pharmaceutical Inc | Healthcare | Biotechnology | 10163 | 52.58 | 2361352 |
| 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: | 7867.53 |
| Total net P/L: | -2132.47 | Total ROI: | -21.32 % |
| CAGR: | -21.02 % | Max. DD: | 36.87 % |
| System Score: | -2.438 | Sharpe Ratio: | -0.939 |
| Start Date: | 2025-05-01 | End Date: | 2026-05-07 |
| Total days: | 371 | ||
| Commissions: | 36.00 | Comm.% P/L | 1.72 % |
| Total Transactions: | 36 | Log. Linearity: | 48.772 % |
| Total | Long |
Short |
INCY | BMRN | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2096.47 | 699.87 | -2796.34 | -2146.09 | 49.62 |
| Total Profit | 1717.32 | 901.17 | 816.15 | 1045.56 | 1242.19 |
| Total Loss | 3813.78 | 201.30 | 3612.49 | 3191.64 | 1192.57 |
| Profit Factor | 0.45 | 4.48 | 0.23 | 0.33 | 1.04 |
| Trades | 9 | 3 | 6 | 9 | 9 |
| Winning Trades | 3 | 2 | 1 | 4 | 4 |
| Losing Trades | 6 | 1 | 5 | 5 | 5 |
| % Profitable | 33.00 | 66.00 | 16.00 | 44.00 | 44.00 |
| Profit/Loss Per Trade % | -2.58 | 3.15 | -5.33 | -2.70 | 0.15 |
| Profit Per Trade % | 7.16 | 6.09 | 9.32 | 3.29 | 3.91 |
| Loss Per Trade % | 6.94 | 2.49 | 7.85 | 7.07 | 2.73 |
| Days In Trade | 162 | 46 | 116 | 162 | 162 |
| Days In Trade (Avg. Per Trade) | 18.00 | 15.33 | 19.33 | 18.00 | 18.00 |
| % Days In Trade | 43.67 | 12.40 | 31.27 | 43.67 | 43.67 |