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Model: Ratio
HQ Backtest XEL vs WEC
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
XEL Xcel Energy Inc NASDAQ 22420 0.19 506.78 44.44 4040000 6700000
WEC Wisconsin Energy Corporation Utilities NYSE 19710 0.11 314.93 61.97 2100000 4860000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 20 MA Type: SMA 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: 14574.65
Total net P/L: 4574.65 Total ROI: 45.75 %
CAGR: 6.77 % Max. DD: 9.64 %
System Score: 4.319 Sharpe Ratio: 1.984
Start Date: 2015-01-02 End Date: 2020-09-30
Total days: 2098
Commissions: 301.58 Comm.% P/L 6.18 %
Total Transactions: 272 Log. Linearity: 86.072 %
Total enabled Long enabled Short XEL WEC
Total Profit/Loss 4876.23 2700.58 2175.65 643.45 4232.78
Total Profit 7166.74 3870.37 3296.37 10883.38 13295.25
Total Loss 2290.51 1169.79 1120.72 10239.93 9062.47
Profit Factor 3.13 3.31 2.94 1.06 1.47
Trades 68 35 33 68 68
Winning Trades 50 26 24 34 34
Losing Trades 18 9 9 34 34
% Profitable 73.00 74.00 72.00 50.00 50.00
Profit/Loss Per Trade % 0.60 0.67 0.52 0.03 0.43
Profit Per Trade % 1.24 1.31 1.16 2.82 3.36
Loss Per Trade % 1.15 1.15 1.15 2.62 2.36
Days In Trade 967 481 486 967 967
Days In Trade (Avg. Per Trade) 14.22 13.74 14.73 14.22 14.22
% Days In Trade 46.09 22.93 23.16 46.09 46.09
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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.