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Model: Ratio
HQ Backtest FITB vs AXTA
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
FITB Fifth Third Bancorp Financial NASDAQ 23790 1.33 703.41 32.79 5200000 9070000
AXTA Axalta Coating Systems Ltd NYSE 6870 0 241.46 29.06 2310000 0
Entry Threshold: 1.60 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple 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: 1000.00 Final Equity: 2332.45
Total net P/L: 1332.44 Total ROI: 133.24 %
CAGR: 26.01 % Max. DD: 26.61 %
System Score: 17.857 Sharpe Ratio: 1.872
Start Date: 2017-01-02 End Date: 2020-08-31
Total days: 1337
Commissions: 288.00 Comm.% P/L 17.77 %
Total Transactions: 288 Log. Linearity: 88.215 %
Total enabled Long enabled Short FITB AXTA
Total Profit/Loss 1620.44 1031.64 588.81 1744.32 -123.87
Total Profit 2703.34 1590.06 1113.29 3334.22 2268.23
Total Loss 1082.90 558.42 524.48 1589.90 2392.10
Profit Factor 2.50 2.85 2.12 2.10 0.95
Trades 72 38 34 72 72
Winning Trades 55 32 23 50 43
Losing Trades 17 6 11 22 29
% Profitable 76.00 84.00 67.00 69.00 59.00
Profit/Loss Per Trade % 1.52 1.90 1.08 1.12 0.02
Profit Per Trade % 3.57 3.59 3.53 4.11 3.67
Loss Per Trade % 4.68 6.37 3.77 4.77 4.94
Days In Trade 789 394 395 789 789
Days In Trade (Avg. Per Trade) 10.96 10.37 11.62 10.96 10.96
% Days In Trade 59.01 29.47 29.54 59.01 59.01
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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.