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Model: Ratio
HQ Backtest BJRI vs CBRL
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BJRI BJs Restaurants Inc Consumer Cyclical Restaurants 760 31.75 363516
CBRL Cracker Barrel Old Country Store Consumer Cyclical Restaurants 1334 0.0865 55.87 600493
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 100 Entry Mode: Uptick Reversals:
MA Period: 100 MA Type: SMA StdDev Period: 100
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: 20000.00 Final Equity: 30881.14
Total net P/L: 10881.14 Total ROI: 54.41 %
CAGR: 11.01 % Max. DD: 30.21 %
System Score: 1.001 Sharpe Ratio: 1.094
Start Date: 2014-01-02 End Date: 2018-02-28
Total days: 1518
Commissions: 143.49 Comm.% P/L 1.30 %
Total Transactions: 56 Log. Linearity: 44.967 %
Total enabled Long enabled Short BJRI CBRL
Total Profit/Loss 11024.63 1985.32 9039.31 -4863.43 15888.06
Total Profit 25482.14 11246.40 14235.75 16897.22 23798.77
Total Loss 14457.52 9261.08 5196.44 21760.65 7910.72
Profit Factor 1.76 1.21 2.74 0.78 3.01
Trades 14 7 7 14 14
Winning Trades 9 3 6 6 8
Losing Trades 5 4 1 8 6
% Profitable 64.00 42.00 85.00 42.00 57.00
Profit/Loss Per Trade % 3.19 1.51 4.88 -0.47 3.14
Profit Per Trade % 10.13 13.48 8.50 10.93 8.93
Loss Per Trade % 8.09 6.57 14.40 8.01 3.95
Days In Trade 899 534 365 899 899
Days In Trade (Avg. Per Trade) 64.21 76.29 52.14 64.21 64.21
% Days In Trade 59.22 35.18 24.04 59.22 59.22
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Trade Log
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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.