Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In


×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Ratio
HQ Backtest BAC vs JPM
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
BAC Bank of America Corp Financial NYSE 329540 1.34 10236.17 31.63 80840000 83450000
JPM JPMorgan Chase Co. Financial NYSE 400550 1.21 3444.94 113.87 16970000 19890000
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: 100000.00 Final Equity: 123850.97
Total net P/L: 23850.97 Total ROI: 23.85 %
CAGR: 3.74 % Max. DD: 17.01 %
System Score: 1.350 Sharpe Ratio: 1.005
Start Date: 2013-01-02 End Date: 2018-10-31
Total days: 2128
Commissions: 7013.09 Comm.% P/L 22.72 %
Total Transactions: 384 Log. Linearity: 71.218 %
Total enabled Long enabled Short BAC JPM
Total Profit/Loss 30864.06 14975.44 15888.62 15429.22 15434.84
Total Profit 101753.24 49639.40 52113.84 163048.75 135342.54
Total Loss 70889.18 34663.96 36225.22 147619.53 119907.70
Profit Factor 1.44 1.43 1.44 1.10 1.13
Trades 96 48 48 96 96
Winning Trades 75 38 37 59 43
Losing Trades 21 10 11 37 53
% Profitable 78.00 79.00 77.00 61.00 44.00
Profit/Loss Per Trade % 0.29 0.32 0.27 0.03 0.14
Profit Per Trade % 1.31 1.26 1.36 2.60 3.06
Loss Per Trade % 3.17 3.09 3.24 3.80 2.13
Days In Trade 1139 586 553 1139 1139
Days In Trade (Avg. Per Trade) 11.86 12.21 11.52 11.86 11.86
% Days In Trade 53.52 27.54 25.99 53.52 53.52
loading
Trade Log
loading
G+ 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.