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Model: Ratio
HQ Backtest AJRD vs AVAV
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
AJRD Aerojet Rocketdyne Holdings Inc Industrials Aerospace & Defense 4683 0 57.99 1032266
AVAV AeroVironment Inc Industrials Aerospace & Defense 4454 158.3 281869
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA 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: 5193.47
Total net P/L: -4806.53 Total ROI: -48.07 %
CAGR: -15.73 % Max. DD: 61.75 %
System Score: -0.082 Sharpe Ratio: -0.554
Start Date: 2017-01-02 End Date: 2020-10-30
Total days: 1397
Commissions: 271.70 Comm.% P/L 5.99 %
Total Transactions: 212 Log. Linearity: 17.364 %
Total enabled Long enabled Short AJRD AVAV
Total Profit/Loss -4534.83 -8763.71 4228.88 -5574.65 1039.82
Total Profit 17622.27 6530.23 11092.04 10573.30 16906.20
Total Loss 22157.10 15293.94 6863.16 16147.95 15866.38
Profit Factor 0.80 0.43 1.62 0.65 1.07
Trades 53 23 30 53 53
Winning Trades 33 11 22 26 30
Losing Trades 20 12 8 27 23
% Profitable 62.00 47.00 73.00 49.00 56.00
Profit/Loss Per Trade % -1.17 -4.13 1.15 -1.30 0.02
Profit Per Trade % 5.76 6.40 5.43 4.39 5.98
Loss Per Trade % 11.12 12.28 9.41 6.20 6.82
Days In Trade 759 370 389 759 759
Days In Trade (Avg. Per Trade) 14.32 16.09 12.97 14.32 14.32
% Days In Trade 54.33 26.49 27.85 54.33 54.33
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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.