| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| LLY | Eli Lilly and Company | Healthcare | Drug Manufacturers - General | 1060646 | 0.0052 | 1189.41 | 3158142 |
| AMGN | Amgen Inc | Healthcare | Drug Manufacturers - General | 238062 | 0.0222 | 440.34 | 2755163 |
| 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: | 7094.79 |
| Total net P/L: | -2905.21 | Total ROI: | -29.05 % |
| CAGR: | -5.97 % | Max. DD: | 57.35 % |
| System Score: | -0.001 | Sharpe Ratio: | -0.350 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 324.00 | Comm.% P/L | 12.55 % |
| Total Transactions: | 324 | Log. Linearity: | 4.905 % |
| Total | Long |
Short |
LLY | AMGN | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2581.21 | 2523.70 | -5104.90 | -4676.49 | 2095.28 |
| Total Profit | 11417.23 | 6329.43 | 5087.81 | 9331.27 | 10191.42 |
| Total Loss | 13998.44 | 3805.73 | 10192.71 | 14007.76 | 8096.14 |
| Profit Factor | 0.82 | 1.66 | 0.50 | 0.67 | 1.26 |
| Trades | 81 | 35 | 46 | 81 | 81 |
| Winning Trades | 53 | 26 | 27 | 43 | 47 |
| Losing Trades | 28 | 9 | 19 | 38 | 33 |
| % Profitable | 65.00 | 74.00 | 58.00 | 53.00 | 58.00 |
| Profit/Loss Per Trade % | -0.36 | 1.38 | -1.66 | -0.78 | 0.35 |
| Profit Per Trade % | 3.58 | 4.06 | 3.13 | 3.67 | 3.37 |
| Loss Per Trade % | 7.10 | 5.79 | 7.72 | 5.37 | 3.70 |
| Days In Trade | 1060 | 435 | 625 | 1060 | 1060 |
| Days In Trade (Avg. Per Trade) | 13.09 | 12.43 | 13.59 | 13.09 | 13.09 |
| % Days In Trade | 52.11 | 21.39 | 30.73 | 52.11 | 52.11 |