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Model: Ratio
HQ Backtest CXO vs PXD
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
CXO Concho Resources Inc. Energy NYSE 17790 1.12 147.08 118.71 1380000 1770000
PXD Pioneer Natural Resources Energy NYSE 23050 0.92 168.65 144.14 2540000 2360000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 20 MA Type: SMA StdDev Period: 20
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: 15510.93
Total net P/L: 5510.93 Total ROI: 55.11 %
CAGR: 24.73 % Max. DD: 15.41 %
System Score: 8.338 Sharpe Ratio: 1.908
Start Date: 2016-01-04 End Date: 2017-12-29
Total days: 725
Commissions: 112.00 Comm.% P/L 1.99 %
Total Transactions: 112 Log. Linearity: 69.600 %
Total enabled Long enabled Short CXO PXD
Total Profit/Loss 5622.93 3962.32 1660.61 1744.60 3878.33
Total Profit 9723.14 4448.99 5274.15 8394.36 11054.91
Total Loss 4100.21 486.67 3613.54 6649.76 7176.58
Profit Factor 2.37 9.14 1.46 1.26 1.54
Trades 28 11 17 28 28
Winning Trades 22 10 12 16 21
Losing Trades 6 1 5 12 7
% Profitable 78.00 90.00 70.00 57.00 75.00
Profit/Loss Per Trade % 1.61 2.75 0.87 0.44 0.90
Profit Per Trade % 3.28 3.41 3.18 3.71 3.67
Loss Per Trade % 4.26 3.58 4.39 3.63 6.54
Days In Trade 361 137 224 361 361
Days In Trade (Avg. Per Trade) 12.89 12.45 13.18 12.89 12.89
% Days In Trade 49.79 18.90 30.90 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.