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Model: Ratio
HQ Backtest MS vs EWJ
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
MS Morgan Stanley Financial NYSE 103050 1.53 1356.26 55.59 9720000 9140000
EWJ iShares MSCI Japan Index (ETF) NYSEARCA 22090 0.77 364.05 61.71 0 0
Entry Threshold: 3.00 Exit Threshold: 0.00
Max Duration: 30 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: 8468.60
Total net P/L: -1531.40 Total ROI: -15.31 %
CAGR: -2.81 % Max. DD: 36.91 %
System Score: -0.026 Sharpe Ratio: -0.239
Start Date: 2015-01-02 End Date: 2020-10-30
Total days: 2128
Commissions: 177.12 Comm.% P/L 13.08 %
Total Transactions: 168 Log. Linearity: 21.091 %
Total enabled Long enabled Short MS EWJ
Total Profit/Loss -1354.28 -3115.52 1761.24 -1542.88 188.60
Total Profit 6928.56 2010.64 4917.92 9345.34 4073.59
Total Loss 8282.84 5126.16 3156.68 10888.22 3884.99
Profit Factor 0.84 0.39 1.56 0.86 1.05
Trades 42 19 23 42 42
Winning Trades 29 10 19 28 18
Losing Trades 13 9 4 14 24
% Profitable 69.00 52.00 82.00 66.00 42.00
Profit/Loss Per Trade % -0.34 -1.82 0.89 -0.47 -0.08
Profit Per Trade % 3.08 2.75 3.26 4.31 2.61
Loss Per Trade % 7.00 6.29 8.63 8.51 2.02
Days In Trade 728 383 345 728 728
Days In Trade (Avg. Per Trade) 17.33 20.16 15.00 17.33 17.33
% Days In Trade 34.21 18.00 16.21 34.21 34.21
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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.