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Model: Ratio
HQ Backtest PHII vs PHIIK
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
PHII PHI Inc. Energy NASDAQ 191.04 1.44 11.53 11.84 3592 500
PHIIK PHI Inc. Energy NASDAQ 181.77 0 0 32993 18415
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: 783887.57
Total net P/L: 773887.57 Total ROI: 7738.88 %
CAGR: 118.49 % Max. DD: 26.76 %
System Score: 111.084 Sharpe Ratio: 6.507
Start Date: 2012-01-02 End Date: 2017-07-31
Total days: 2037
Commissions: 20476.21 Comm.% P/L 2.58 %
Total Transactions: 404 Log. Linearity: 97.873 %
Total enabled Long enabled Short PHII PHIIK
Total Profit/Loss 794363.78 426018.79 368344.99 657143.73 137220.05
Total Profit 812145.64 428579.66 383565.98 760867.81 351780.55
Total Loss 17781.86 2560.87 15220.99 103724.07 214560.51
Profit Factor 45.67 167.36 25.20 7.34 1.64
Trades 101 49 52 101 101
Winning Trades 95 46 49 79 61
Losing Trades 6 3 3 21 40
% Profitable 94.00 93.00 94.00 78.00 60.00
Profit/Loss Per Trade % 4.50 4.41 4.58 3.37 0.92
Profit Per Trade % 4.87 4.74 4.99 5.15 3.65
Loss Per Trade % 1.10 0.46 1.76 2.64 2.99
Days In Trade 534 266 268 534 534
Days In Trade (Avg. Per Trade) 5.29 5.43 5.15 5.29 5.29
% Days In Trade 26.22 13.06 13.16 26.22 26.22
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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.