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Model: Ratio
HQ Backtest MA vs V
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
MA Mastercard Inc Financial NYSE 149190 1.18 933.91 130.12 2920000 3610000
V Visa Inc Financial NYSE 242010 0.94 1826.62 100.53 6450000 6220000
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: 36356.80
Total net P/L: 26356.80 Total ROI: 263.57 %
CAGR: 14.94 % Max. DD: 16.86 %
System Score: 9.676 Sharpe Ratio: 3.463
Start Date: 2008-05-27 End Date: 2017-08-31
Total days: 3383
Commissions: 1840.65 Comm.% P/L 6.53 %
Total Transactions: 528 Log. Linearity: 86.515 %
Total enabled Long enabled Short MA V
Total Profit/Loss 28197.45 11243.66 16953.79 7109.77 21087.68
Total Profit 50766.74 24119.33 26647.41 60815.90 65894.45
Total Loss 22569.29 12875.67 9693.62 53706.13 44806.77
Profit Factor 2.25 1.87 2.75 1.13 1.47
Trades 132 65 67 132 132
Winning Trades 98 50 48 75 77
Losing Trades 34 15 19 57 55
% Profitable 74.00 76.00 71.00 56.00 58.00
Profit/Loss Per Trade % 1.04 0.93 1.16 0.12 0.71
Profit Per Trade % 2.23 2.09 2.37 3.23 3.56
Loss Per Trade % 2.25 2.81 1.82 3.70 3.02
Days In Trade 1404 688 716 1404 1404
Days In Trade (Avg. Per Trade) 10.64 10.58 10.69 10.64 10.64
% Days In Trade 41.50 20.34 21.16 41.50 41.50
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Trade Log
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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.