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Model: Ratio
HQ Backtest MTW vs TEX
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
MTW Manitowoc Company Inc Industrials Farm & Heavy Construction Machinery 482 13.46 278505
TEX Terex Corporation Industrials Farm & Heavy Construction Machinery 4265 0.0104 62.46 796776
Entry Threshold: 0.50 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
RSI Period: 10 RSI Threshold: 17
Version: 4 Model Version: n/a Bid-Ask 0.00 / 0.00
Initial Capital: 10000.00 Final Equity: 178051.29
Total net P/L: 168051.29 Total ROI: 1680.51 %
CAGR: 63.87 % Max. DD: 21.19 %
MAPY: 35.19 % Sharpe Ratio: 4.337
Start Date: 2009-01-02 End Date: 2014-10-31
Total days: 2128 Leverage: 1:2
Commissions: 5904.29 Comm.% P/L 3.39 %
Total Transactions: 288 Log. Linearity: 91.865 %
Total enabled Long enabled Short MTW TEX
Total Profit/Loss 173955.58 102070.26 71885.32 83051.07 90904.51
Total Profit 236080.95 114841.70 121239.25 216955.81 206686.64
Total Loss 62125.37 12771.44 49353.93 133904.74 115782.13
Profit Factor 3.80 8.99 2.46 1.62 1.79
Trades 72 34 38 72 72
Winning Trades 65 33 32 43 41
Losing Trades 7 1 6 29 31
% Profitable 90.00 97.00 84.00 59.00 56.00
Profit/Loss Per Trade % 4.21 5.96 2.66 2.69 0.73
Profit Per Trade % 5.62 6.45 4.77 8.95 6.75
Loss Per Trade % 8.00 8.94 7.84 5.73 6.24
Days In Trade 721 316 405 721 721
Days In Trade (Avg. Per Trade) 10.01 9.29 10.66 10.01 10.01
% Days In Trade 33.88 14.85 19.03 33.88 33.88
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Trade Log
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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.