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Model: Ratio
HQ Backtest EMO vs CTR
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
EMO ClearBridge Energy MLP Opp Fund Inc Basic materials NYSE 326 0 0 116775 134097
CTR Clearbridge Energy MLP Total Return Fund Financial NYSE 405.51 0 0 121805 241253
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 20 MA Type: SMA 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: 5000.00 Final Equity: 13099.83
Total net P/L: 8099.83 Total ROI: 162.00 %
CAGR: 17.96 % Max. DD: 8.94 %
System Score: 11.894 Sharpe Ratio: 3.222
Start Date: 2015-01-02 End Date: 2020-10-30
Total days: 2128
Commissions: 527.26 Comm.% P/L 6.11 %
Total Transactions: 312 Log. Linearity: 87.159 %
Total enabled Long enabled Short EMO CTR
Total Profit/Loss 8627.09 4280.48 4346.61 2975.70 5651.39
Total Profit 9763.38 4898.58 4864.80 19364.76 20168.87
Total Loss 1136.29 618.10 518.19 16389.06 14517.48
Profit Factor 8.59 7.93 9.39 1.18 1.39
Trades 78 38 40 78 78
Winning Trades 64 31 33 47 40
Losing Trades 14 7 7 31 38
% Profitable 82.00 81.00 82.00 60.00 51.00
Profit/Loss Per Trade % 1.32 1.32 1.33 -0.39 0.41
Profit Per Trade % 1.88 1.93 1.83 4.53 5.70
Loss Per Trade % 1.18 1.34 1.02 5.92 4.21
Days In Trade 817 453 364 817 817
Days In Trade (Avg. Per Trade) 10.47 11.92 9.10 10.47 10.47
% Days In Trade 38.39 21.29 17.11 38.39 38.39
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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.