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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: 20 MA Type: EMA StdDev Period: 20
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: 4560.50
Total net P/L: -5439.50 Total ROI: -54.40 %
CAGR: -13.51 % Max. DD: 66.10 %
System Score: -1.580 Sharpe Ratio: -0.968
Start Date: 2013-01-02 End Date: 2018-05-31
Total days: 1975
Commissions: 291.52 Comm.% P/L 5.66 %
Total Transactions: 248 Log. Linearity: 48.909 %
Total enabled Long enabled Short MSFT RP
Total Profit/Loss -5147.98 -838.30 -4309.68 1402.60 -6550.58
Total Profit 6137.60 2809.59 3328.01 4894.73 5110.71
Total Loss 11285.58 3647.89 7637.68 3492.14 11661.29
Profit Factor 0.54 0.77 0.44 1.40 0.44
Trades 62 31 31 62 62
Winning Trades 36 17 19 35 34
Losing Trades 26 14 12 27 28
% Profitable 58.00 54.00 61.00 56.00 54.00
Profit/Loss Per Trade % -1.17 -0.66 -1.67 0.50 -1.76
Profit Per Trade % 3.31 2.98 3.61 2.61 2.90
Loss Per Trade % 6.68 4.74 8.99 2.12 6.63
Days In Trade 948 485 463 948 948
Days In Trade (Avg. Per Trade) 15.29 15.65 14.94 15.29 15.29
% Days In Trade 48.00 24.56 23.44 48.00 48.00
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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.