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Model: Ratio
HQ Backtest AAPL vs GM
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
AAPL Apple Inc. Technology NASDAQ 903280 0.92 5699.85 127.14 42110000 39400000
GM General Motors Company Consumer cyclical NYSE 53140 1.63 1298.38 41.28 14290000 10310000
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: 4465.73
Total net P/L: -5534.27 Total ROI: -55.34 %
CAGR: -14.91 % Max. DD: 61.75 %
System Score: -5.966 Sharpe Ratio: -1.422
Start Date: 2013-01-02 End Date: 2017-12-29
Total days: 1822
Commissions: 326.64 Comm.% P/L 6.27 %
Total Transactions: 292 Log. Linearity: 73.684 %
Total enabled Long enabled Short AAPL GM
Total Profit/Loss -5207.63 -1093.40 -4114.23 -4354.00 -853.63
Total Profit 9544.37 4724.75 4819.62 7769.14 9701.31
Total Loss 14751.99 5818.15 8933.84 12123.14 10554.94
Profit Factor 0.65 0.81 0.54 0.64 0.92
Trades 73 32 41 73 73
Winning Trades 42 19 23 38 42
Losing Trades 31 13 18 35 31
% Profitable 57.00 59.00 56.00 52.00 57.00
Profit/Loss Per Trade % -1.04 -0.60 -1.38 -0.80 -0.28
Profit Per Trade % 2.87 3.25 2.55 2.56 2.78
Loss Per Trade % 5.90 5.81 5.96 4.20 4.17
Days In Trade 941 415 526 941 941
Days In Trade (Avg. Per Trade) 12.89 12.97 12.83 12.89 12.89
% Days In Trade 51.65 22.78 28.87 51.65 51.65
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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.