| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BAX | Baxter International Inc | Healthcare | Medical Instruments & Supplies | 12305 | 0.0083 | 23.8 | 7939242 |
| BDX | Becton Dickinson and Company | Healthcare | Medical Instruments & Supplies | 48444 | 0.0238 | 177.85 | 2539984 |
| 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: | 12000.50 |
| Total net P/L: | 2000.50 | Total ROI: | 20.01 % |
| CAGR: | 20.07 % | Max. DD: | 16.34 % |
| System Score: | 2.782 | Sharpe Ratio: | 0.915 |
| Start Date: | 2025-09-01 | End Date: | 2026-08-31 |
| Total days: | 364 | ||
| Commissions: | 86.59 | Comm.% P/L | 4.15 % |
| Total Transactions: | 48 | Log. Linearity: | 51.755 % |
| Total | Long |
Short |
BAX | BDX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2087.09 | 94.91 | 1992.18 | -987.75 | 3074.84 |
| Total Profit | 4556.13 | 1370.60 | 3185.53 | 3094.90 | 4610.81 |
| Total Loss | 2469.04 | 1275.69 | 1193.35 | 4082.65 | 1535.97 |
| Profit Factor | 1.85 | 1.07 | 2.67 | 0.76 | 3.00 |
| Trades | 12 | 5 | 7 | 12 | 12 |
| Winning Trades | 8 | 3 | 5 | 6 | 6 |
| Losing Trades | 4 | 2 | 2 | 6 | 6 |
| % Profitable | 66.00 | 60.00 | 71.00 | 50.00 | 50.00 |
| Profit/Loss Per Trade % | 1.60 | -0.03 | 2.78 | -0.78 | 2.20 |
| Profit Per Trade % | 5.59 | 4.60 | 6.19 | 5.10 | 7.14 |
| Loss Per Trade % | 5.78 | 6.30 | 5.26 | 6.13 | 2.47 |
| Days In Trade | 175 | 80 | 95 | 175 | 175 |
| Days In Trade (Avg. Per Trade) | 14.58 | 16.00 | 13.57 | 14.58 | 14.58 |
| % Days In Trade | 48.08 | 21.98 | 26.10 | 48.08 | 48.08 |