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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 172000 0.0117 237.1 3069986
AMP Ameriprise Financial Inc Financial Services Asset Management 41365 0.0143 410.91 476130
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: 8449.24
Total net P/L: -1550.76 Total ROI: -15.51 %
CAGR: -5.79 % Max. DD: 24.84 %
System Score: -0.266 Sharpe Ratio: -0.451
Start Date: 2018-01-02 End Date: 2020-10-30
Total days: 1032
Commissions: 120.00 Comm.% P/L 8.39 %
Total Transactions: 120 Log. Linearity: 35.839 %
Total enabled Long enabled Short AXP AMP
Total Profit/Loss -1430.76 234.78 -1665.54 3034.27 -4465.03
Total Profit 3035.39 1793.84 1241.55 7318.56 4728.57
Total Loss 4466.15 1559.06 2907.09 4284.29 9193.60
Profit Factor 0.68 1.15 0.43 1.71 0.51
Trades 30 14 16 30 30
Winning Trades 17 8 9 12 19
Losing Trades 13 6 7 18 11
% Profitable 56.00 57.00 56.00 40.00 63.00
Profit/Loss Per Trade % -0.52 0.14 -1.08 0.90 -2.05
Profit Per Trade % 2.00 2.50 1.56 6.39 2.74
Loss Per Trade % 3.65 2.91 4.30 2.54 8.84
Days In Trade 417 190 227 417 417
Days In Trade (Avg. Per Trade) 13.90 13.57 14.19 13.90 13.90
% Days In Trade 40.41 18.41 22.00 40.41 40.41
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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.