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Model: Ratio
HQ Backtest MSFT vs RP
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
MSFT Microsoft Corporation Technology NASDAQ 728400 1.05 7592.84 91.74 35140000 49080000
RP RealPage, Inc. Technology NASDAQ 4420 1.09 61.88 49.68 516169 487092
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: 4341.10
Total net P/L: -5658.90 Total ROI: -56.59 %
CAGR: -14.29 % Max. DD: 72.15 %
System Score: -1.085 Sharpe Ratio: -1.001
Start Date: 2013-01-02 End Date: 2018-05-31
Total days: 1975
Commissions: 351.86 Comm.% P/L 6.63 %
Total Transactions: 308 Log. Linearity: 42.347 %
Total enabled Long enabled Short MSFT RP
Total Profit/Loss -5307.04 -1152.03 -4155.01 437.81 -5744.85
Total Profit 5508.69 2659.10 2849.59 4829.37 5175.47
Total Loss 10815.73 3811.13 7004.60 4391.56 10920.32
Profit Factor 0.51 0.70 0.41 1.10 0.47
Trades 77 42 35 77 77
Winning Trades 53 29 24 39 46
Losing Trades 24 13 11 38 31
% Profitable 68.00 69.00 68.00 50.00 59.00
Profit/Loss Per Trade % -0.97 -0.39 -1.67 0.15 -1.19
Profit Per Trade % 2.36 2.14 2.64 2.51 2.69
Loss Per Trade % 7.59 5.61 9.98 2.18 6.27
Days In Trade 1007 513 494 1007 1007
Days In Trade (Avg. Per Trade) 13.08 12.21 14.11 13.08 13.08
% Days In Trade 50.99 25.97 25.01 50.99 50.99
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Trade Log
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G+ 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.