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Model: Ratio
HQ Backtest SCHW vs BK
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SCHW Charles Schwab Corp Financial Services Capital Markets 137368 0.0133 75.19 9219407
BK Bank of New York Mellon Financial Services Asset Management 42955 0.0292 57.95 4319714
Entry Threshold: 1.00 Exit Threshold: -1.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 10 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: 6816.92
Total net P/L: -3183.08 Total ROI: -31.83 %
CAGR: -6.36 % Max. DD: 49.63 %
System Score: -0.830 Sharpe Ratio: -0.489
Start Date: 2015-01-02 End Date: 2020-10-30
Total days: 2128
Commissions: 549.66 Comm.% P/L 20.87 %
Total Transactions: 492 Log. Linearity: 50.719 %
Total enabled Long enabled Short SCHW BK
Total Profit/Loss -2633.42 114.16 -2747.58 -7687.32 5053.90
Total Profit 14994.24 6675.62 8318.62 20789.54 21260.38
Total Loss 17627.66 6561.46 11066.20 28476.86 16206.48
Profit Factor 0.85 1.02 0.75 0.73 1.31
Trades 123 57 66 123 123
Winning Trades 74 36 38 61 68
Losing Trades 49 21 28 62 55
% Profitable 60.00 63.00 57.00 49.00 55.00
Profit/Loss Per Trade % -0.25 0.13 -0.58 -0.97 0.40
Profit Per Trade % 2.67 2.50 2.84 4.37 3.98
Loss Per Trade % 4.43 3.75 4.93 5.67 3.73
Days In Trade 1837 836 1001 1837 1837
Days In Trade (Avg. Per Trade) 14.93 14.67 15.17 14.93 14.93
% Days In Trade 86.33 39.29 47.04 86.33 86.33
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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.