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Model: Ratio
HQ Backtest AXP vs AMP
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
AXP American Express Company Financial Services Credit Services 161620 0.0125 227.75 3016120
AMP Ameriprise Financial Inc Financial Services Asset Management 43809 0.0125 435.98 476521
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 20
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: 12665.86
Total net P/L: 2665.86 Total ROI: 26.66 %
CAGR: 4.14 % Max. DD: 25.14 %
System Score: 0.021 Sharpe Ratio: 0.775
Start Date: 2015-01-02 End Date: 2020-10-30
Total days: 2128
Commissions: 270.44 Comm.% P/L 9.21 %
Total Transactions: 268 Log. Linearity: 17.320 %
Total enabled Long enabled Short AXP AMP
Total Profit/Loss 2936.30 3047.82 -111.52 7096.77 -4160.47
Total Profit 13421.53 8016.74 5404.79 18824.73 15628.63
Total Loss 10485.23 4968.92 5516.31 11727.96 19789.10
Profit Factor 1.28 1.61 0.98 1.61 0.79
Trades 67 36 31 67 67
Winning Trades 43 25 18 35 43
Losing Trades 24 11 13 32 24
% Profitable 64.00 69.00 58.00 52.00 64.00
Profit/Loss Per Trade % 0.38 0.65 0.08 0.73 -0.67
Profit Per Trade % 2.49 2.56 2.40 3.96 2.74
Loss Per Trade % 3.21 3.49 2.97 2.65 5.91
Days In Trade 906 475 431 906 906
Days In Trade (Avg. Per Trade) 13.52 13.19 13.90 13.52 13.52
% Days In Trade 42.58 22.32 20.25 42.58 42.58
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Trade Log
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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.