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Model: Ratio
HQ Backtest COF vs NBHC
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
COF Capital One Financial Corp. Financial NYSE 48320 1.32 483.02 100.23 2370000 2740000
NBHC National Bank Holdings Corp Financial NYSE 901.02 0.72 25.54 33.31 295208 612499
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 15 MA Type: SMA 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: 10726.94
Total net P/L: 726.94 Total ROI: 7.27 %
CAGR: 3.58 % Max. DD: 28.91 %
System Score: 0.153 Sharpe Ratio: 0.377
Start Date: 2019-01-02 End Date: 2020-12-31
Total days: 729
Commissions: 173.96 Comm.% P/L 19.31 %
Total Transactions: 116 Log. Linearity: 34.982 %
Total enabled Long enabled Short COF NBHC
Total Profit/Loss 900.90 1464.56 -563.66 -525.78 1426.68
Total Profit 8132.43 3660.17 4472.26 9847.42 10131.82
Total Loss 7231.53 2195.61 5035.92 10373.20 8705.14
Profit Factor 1.12 1.67 0.89 0.95 1.16
Trades 29 10 19 29 29
Winning Trades 19 6 13 16 16
Losing Trades 10 4 6 13 13
% Profitable 65.00 60.00 68.00 55.00 55.00
Profit/Loss Per Trade % 0.29 1.21 -0.19 -0.45 0.25
Profit Per Trade % 3.53 5.10 2.81 4.86 5.01
Loss Per Trade % 5.29 4.30 5.95 6.06 5.08
Days In Trade 397 131 266 397 397
Days In Trade (Avg. Per Trade) 13.69 13.10 14.00 13.69 13.69
% Days In Trade 54.46 17.97 36.49 54.46 54.46
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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.