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Model: Ratio
HQ Backtest D vs SRE
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
D Dominion Energy Inc Utilities Utilities - Regulated Electric 50796 0 58.69 5222976
SRE Sempra Energy Utilities Utilities - Diversified 60315 0.0274 91.94 4291444
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: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 11433.02
Total net P/L: 1433.02 Total ROI: 14.33 %
CAGR: 2.36 % Max. DD: 17.48 %
System Score: 0.382 Sharpe Ratio: 0.897
Start Date: 2015-01-02 End Date: 2020-09-30
Total days: 2098
Commissions: 300.00 Comm.% P/L 17.31 %
Total Transactions: 300 Log. Linearity: 54.513 %
Total enabled Long enabled Short D SRE
Total Profit/Loss 1733.02 1187.69 545.33 2706.51 -973.49
Total Profit 5214.52 2841.35 2373.17 6539.79 4822.18
Total Loss 3481.50 1653.66 1827.84 3833.28 5795.67
Profit Factor 1.50 1.72 1.30 1.71 0.83
Trades 75 38 37 75 75
Winning Trades 45 26 19 43 47
Losing Trades 30 12 18 32 28
% Profitable 60.00 68.00 51.00 57.00 62.00
Profit/Loss Per Trade % 0.22 0.31 0.13 0.33 -0.15
Profit Per Trade % 1.16 1.10 1.24 1.52 1.04
Loss Per Trade % 1.16 1.38 1.01 1.22 2.05
Days In Trade 1159 570 589 1159 1159
Days In Trade (Avg. Per Trade) 15.45 15.00 15.92 15.45 15.45
% Days In Trade 55.24 27.17 28.07 55.24 55.24
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FB LN TW

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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.