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Model: Ratio
HQ Backtest C vs BAC
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
C Citigroup Inc. Financial NYSE 194250 1.5 2640.64 76.1 18050000 33030000
BAC Bank of America Corp Financial NYSE 329540 1.34 10236.17 31.63 80840000 83450000
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: 9239.41
Total net P/L: -760.59 Total ROI: -7.61 %
CAGR: -4.65 % Max. DD: 14.88 %
System Score: -0.896 Sharpe Ratio: -0.725
Start Date: 2017-01-02 End Date: 2018-08-31
Total days: 606
Commissions: 122.82 Comm.% P/L 19.26 %
Total Transactions: 88 Log. Linearity: 57.738 %
Total enabled Long enabled Short C BAC
Total Profit/Loss -637.77 -832.19 194.42 -944.00 306.23
Total Profit 1957.53 785.74 1171.79 2026.13 3357.46
Total Loss 2595.30 1617.93 977.37 2970.13 3051.23
Profit Factor 0.75 0.49 1.20 0.68 1.10
Trades 22 12 10 22 22
Winning Trades 14 7 7 9 14
Losing Trades 8 5 3 13 8
% Profitable 63.00 58.00 70.00 40.00 63.00
Profit/Loss Per Trade % -0.30 -0.74 0.23 -0.50 0.11
Profit Per Trade % 1.50 1.21 1.79 2.36 2.53
Loss Per Trade % 3.35 3.38 3.31 2.41 3.91
Days In Trade 284 158 126 284 284
Days In Trade (Avg. Per Trade) 12.91 13.17 12.60 12.91 12.91
% Days In Trade 46.86 26.07 20.79 46.86 46.86
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Trade Log
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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.