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Model: Ratio
HQ Backtest SCHW vs BK
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
SCHW The Charles Schwab Corporation Financial NYSE 75010 1.56 1195.11 53.73 7710000 8230000
BK The Bank of New York Mellon Corporation Financial NYSE 56320 1.15 1019.59 56.28 5400000 10580000
Entry Threshold: 2.10 Exit Threshold: -1.00
Max Duration: 30 Entry Mode: Uptick Reversals:
MA Period: 10 MA Type: SMA StdDev Period: 10
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: 8087.38
Total net P/L: -1912.62 Total ROI: -19.13 %
CAGR: -3.58 % Max. DD: 52.34 %
System Score: -0.019 Sharpe Ratio: -0.190
Start Date: 2015-01-02 End Date: 2020-10-30
Total days: 2128
Commissions: 421.94 Comm.% P/L 28.31 %
Total Transactions: 376 Log. Linearity: 17.567 %
Total enabled Long enabled Short SCHW BK
Total Profit/Loss -1490.68 1455.51 -2946.19 -7667.62 6176.94
Total Profit 11167.04 5679.72 5487.32 15423.33 18281.86
Total Loss 12657.72 4224.21 8433.51 23090.95 12104.92
Profit Factor 0.88 1.34 0.65 0.67 1.51
Trades 94 48 46 94 94
Winning Trades 59 33 26 46 57
Losing Trades 35 15 20 48 37
% Profitable 62.00 68.00 56.00 48.00 60.00
Profit/Loss Per Trade % -0.16 0.54 -0.90 -1.18 0.63
Profit Per Trade % 2.68 2.50 2.89 4.63 4.18
Loss Per Trade % 4.65 3.51 5.52 6.08 4.47
Days In Trade 1635 815 820 1635 1635
Days In Trade (Avg. Per Trade) 17.39 16.98 17.83 17.39 17.39
% Days In Trade 76.83 38.30 38.53 76.83 76.83
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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.