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Model: Ratio
HQ Backtest NKE vs UA
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
NKE NIKE, Inc. Consumer cyclical NYSE 107530 0.65 1285.12 66.14 8030000 12860000
UA Under Armour Inc Consumer cyclical NYSE 6690 0 0 34.19 4930000 4080000
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: 5221.81
Total net P/L: -4778.19 Total ROI: -47.78 %
CAGR: -22.88 % Max. DD: 65.98 %
System Score: -13.214 Sharpe Ratio: -0.904
Start Date: 2016-05-31 End Date: 2018-11-30
Total days: 913
Commissions: 217.15 Comm.% P/L 4.76 %
Total Transactions: 152 Log. Linearity: 83.283 %
Total enabled Long enabled Short NKE UA
Total Profit/Loss -4561.04 2876.07 -7437.11 1319.57 -5880.61
Total Profit 7902.20 5548.50 2353.70 4398.73 7035.87
Total Loss 12463.24 2672.43 9790.81 3079.16 12916.48
Profit Factor 0.63 2.08 0.24 1.43 0.54
Trades 38 20 18 38 38
Winning Trades 23 14 9 20 22
Losing Trades 15 6 9 18 16
% Profitable 60.00 70.00 50.00 52.00 57.00
Profit/Loss Per Trade % -1.62 1.14 -4.60 0.54 -2.18
Profit Per Trade % 4.49 4.99 3.71 3.07 4.00
Loss Per Trade % 9.52 7.17 11.12 2.16 9.42
Days In Trade 486 220 266 486 486
Days In Trade (Avg. Per Trade) 12.79 11.00 14.78 12.79 12.79
% Days In Trade 53.23 24.10 29.13 53.23 53.23
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Trade Log
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G+ 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.