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Model: Residual
HQ Backtest FFBC vs IXC
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
FFBC First Financial Bancorp Financial NASDAQ 1800 1.19 60.93 28.23 343371 818756
IXC iShares SP Global Energy Sector (ETF) NYSEARCA 1170 1.09 34.65 35.27 0 0
Entry Threshold: 1.50 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 40
Margin Req. 1: 10.0 Margin Req. 2: 10.0 High Leverage
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 36688.80
Total net P/L: 26688.80 Total ROI: 266.89 %
CAGR: 25.42 % Max. DD: 116.98 %
System Score: 3.774 Sharpe Ratio: -0.819
Start Date: 2013-01-02 End Date: 2018-09-28
Total days: 2095
Commissions: 5280.52 Comm.% P/L 16.52 %
Total Transactions: 320 Log. Linearity: 52.952 %
Total enabled Long enabled Short FFBC IXC
Total Profit/Loss 31969.32 38927.83 -6958.50 52845.09 -20875.77
Total Profit 149268.77 79856.73 69412.04 154040.52 85326.71
Total Loss 117299.44 40928.90 76370.54 101195.43 106202.48
Profit Factor 1.27 1.95 0.91 1.52 0.80
Trades 80 37 43 80 80
Winning Trades 55 29 26 55 42
Losing Trades 25 8 17 25 38
% Profitable 68.00 78.00 60.00 68.00 52.00
Profit/Loss Per Trade % 2.05 7.90 -2.73 0.00 -1.37
Profit Per Trade % 15.57 15.19 15.99 15.16 12.28
Loss Per Trade % 17.12 12.29 19.47 16.42 13.34
Days In Trade 1084 456 628 1084 1084
Days In Trade (Avg. Per Trade) 13.55 12.32 14.60 13.55 13.55
% Days In Trade 51.74 21.77 29.98 51.74 51.74
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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.