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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 133239 0.0137 72.93 9228692
BK Bank of New York Mellon Financial Services Asset Management 40382 0.0305 55.25 4324663
Entry Threshold: 2.10 Exit Threshold: -1.00
Max Duration: 30 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: 12627.09
Total net P/L: 2627.09 Total ROI: 26.27 %
CAGR: 4.08 % Max. DD: 44.73 %
System Score: 0.000 Sharpe Ratio: 0.736
Start Date: 2015-01-02 End Date: 2020-10-30
Total days: 2128
Commissions: 370.78 Comm.% P/L 12.37 %
Total Transactions: 308 Log. Linearity: 1.949 %
Total enabled Long enabled Short SCHW BK
Total Profit/Loss 2997.87 3532.40 -534.53 668.60 2329.27
Total Profit 16066.91 7099.08 8967.83 19587.81 17174.88
Total Loss 13069.04 3566.68 9502.36 18919.21 14845.61
Profit Factor 1.23 1.99 0.94 1.04 1.16
Trades 77 37 40 77 77
Winning Trades 52 28 24 45 37
Losing Trades 25 9 16 32 40
% Profitable 67.00 75.00 60.00 58.00 48.00
Profit/Loss Per Trade % 0.36 1.04 -0.26 -0.31 0.24
Profit Per Trade % 3.62 3.03 4.32 4.99 5.45
Loss Per Trade % 6.01 4.78 6.71 6.92 4.19
Days In Trade 1415 628 787 1415 1415
Days In Trade (Avg. Per Trade) 18.38 16.97 19.68 18.38 18.38
% Days In Trade 66.49 29.51 36.98 66.49 66.49
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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.