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Model: Ratio
HQ Backtest AEP vs ES
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
AEP American Electric Power Company, Inc. Utilities NYSE 33360 0.21 491.88 67.08 3780000 6400000
ES EnergySolutions, Inc. Services NYSE 18460 0.35 316.22 59.25 2570000 3850000
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: 14010.96
Total net P/L: 4010.96 Total ROI: 40.11 %
CAGR: 6.05 % Max. DD: 5.46 %
System Score: 4.984 Sharpe Ratio: 2.215
Start Date: 2013-01-02 End Date: 2018-09-28
Total days: 2095
Commissions: 406.77 Comm.% P/L 9.21 %
Total Transactions: 368 Log. Linearity: 93.732 %
Total enabled Long enabled Short AEP ES
Total Profit/Loss 4417.73 2846.88 1570.85 40.38 4377.35
Total Profit 8045.21 4566.48 3478.73 12696.64 14699.36
Total Loss 3627.48 1719.60 1907.88 12656.26 10322.01
Profit Factor 2.22 2.66 1.82 1.00 1.42
Trades 92 46 46 92 92
Winning Trades 67 35 32 50 56
Losing Trades 25 11 14 41 36
% Profitable 72.00 76.00 69.00 54.00 60.00
Profit/Loss Per Trade % 0.40 0.53 0.28 -0.01 0.33
Profit Per Trade % 1.01 1.10 0.91 2.12 2.13
Loss Per Trade % 1.18 1.23 1.13 2.49 2.37
Days In Trade 1043 471 572 1043 1043
Days In Trade (Avg. Per Trade) 11.34 10.24 12.43 11.34 11.34
% Days In Trade 49.79 22.48 27.30 49.79 49.79
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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.