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Model: Ratio
HQ Backtest MATX vs UNG
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
MATX Matson, Inc. NYSE 1300 0 0 330133 467214
UNG United States Natural Gas Fund, LP NYSEARCA 388.56 0.23 17.28 23.45 0 0
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: 15.0 Margin Req. 2: 15.0 High Leverage
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 200000.00 Final Equity: 119085.54
Total net P/L: -80914.46 Total ROI: -40.46 %
CAGR: -88.64 % Max. DD: 60.90 %
System Score: -37.024 Sharpe Ratio: -0.804
Start Date: 2018-01-02 End Date: 2018-03-30
Total days: 87
Commissions: 1049.47 Comm.% P/L 1.31 %
Total Transactions: 12 Log. Linearity: 74.751 %
Total enabled Long enabled Short MATX UNG
Total Profit/Loss -79864.99 -741.86 -79123.13 61264.13 -141129.12
Total Profit 3818.11 3818.11 0.00 61264.13 0.00
Total Loss 83683.10 4559.97 79123.13 0.00 141129.12
Profit Factor 0.05 0.84 0.00 0.00 0.00
Trades 3 2 1 3 3
Winning Trades 1 1 0 3 0
Losing Trades 2 1 1 0 3
% Profitable 33.00 50.00 0.00 100.00 0.00
Profit/Loss Per Trade % -15.64 -0.30 -39.60 11.30 -31.58
Profit Per Trade % 3.31 3.31 0.00 11.30 0.00
Loss Per Trade % 20.37 3.79 39.60 0.00 22.19
Days In Trade 45 24 21 45 45
Days In Trade (Avg. Per Trade) 15.00 12.00 21.00 15.00 15.00
% Days In Trade 51.72 27.59 24.14 51.72 51.72
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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.