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Model: Ratio
HQ Backtest LLY vs AMGN
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 enabled Long enabled 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
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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.