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Model: Residual
HQ Backtest DTE vs PNW
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
DTE DTE Energy Company Utilities Utilities - Regulated Electric 22168 0.0381 111.3 1321372
PNW Pinnacle West Capital Corp Utilities Utilities - Regulated Electric 8397 0.0475 74.03 1048726
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10441.96
Total net P/L: 441.96 Total ROI: 4.42 %
CAGR: 3.81 % Max. DD: 2.78 %
System Score: 1.723 Sharpe Ratio: 0.956
Start Date: 2017-01-02 End Date: 2018-02-28
Total days: 422
Commissions: 76.00 Comm.% P/L 14.67 %
Total Transactions: 76 Log. Linearity: 76.751 %
Total enabled Long enabled Short DTE PNW
Total Profit/Loss 517.96 350.05 167.91 702.38 -184.42
Total Profit 816.60 372.87 443.73 1944.19 1619.02
Total Loss 298.64 22.82 275.82 1241.81 1803.44
Profit Factor 2.73 16.34 1.61 1.57 0.90
Trades 19 8 11 19 19
Winning Trades 14 7 7 13 7
Losing Trades 5 1 4 6 12
% Profitable 73.00 87.00 63.00 68.00 36.00
Profit/Loss Per Trade % 0.27 0.43 0.15 0.34 -0.12
Profit Per Trade % 0.57 0.52 0.63 1.45 2.25
Loss Per Trade % 0.58 0.23 0.67 2.01 1.44
Days In Trade 125 37 88 125 125
Days In Trade (Avg. Per Trade) 6.58 4.62 8.00 6.58 6.58
% Days In Trade 29.62 8.77 20.85 29.62 29.62
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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.