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Model: Residual
HQ Backtest DFS vs COF
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
DFS Discover Financial Services Financial Services Credit Services 31408 0.0223 125.35 2318592
COF Capital One Financial Corporation Financial Services Credit Services 54362 0.0168 142.91 2521640
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Inverted: COF Transformed: DFS A=1000.0 B=0.1
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 2000.00 Final Equity: 1422.38
Total net P/L: -577.62 Total ROI: -28.88 %
CAGR: -26.01 % Max. DD: 41.66 %
System Score: -0.943 Sharpe Ratio: -1.019
Start Date: 2018-01-02 End Date: 2019-02-19
Total days: 413
Commissions: 72.00 Comm.% P/L 14.24 %
Total Transactions: 72 Log. Linearity: 33.102 %
Total enabled Long enabled Short DFS COF
Total Profit/Loss -505.62 -332.68 -172.94 -113.29 -392.33
Total Profit 755.16 459.61 295.55 481.09 334.87
Total Loss 1260.78 792.29 468.49 594.38 727.20
Profit Factor 0.60 0.58 0.63 0.81 0.46
Trades 18 10 8 18 18
Winning Trades 6 3 3 6 6
Losing Trades 12 7 5 12 12
% Profitable 33.00 30.00 37.00 33.00 33.00
Profit/Loss Per Trade % -1.67 -1.80 -1.50 -0.32 -1.24
Profit Per Trade % 6.63 8.06 5.23 4.46 2.94
Loss Per Trade % 5.47 5.67 5.20 2.61 3.23
Days In Trade 199 89 110 199 199
Days In Trade (Avg. Per Trade) 11.06 8.90 13.75 11.06 11.06
% Days In Trade 48.18 21.55 26.63 48.18 48.18
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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.