Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In


×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Ratio
HQ Backtest CP vs NSC
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
CP Canadian Pacific Railway Limited (USA) Transportation NYSE 25710 1.06 144.64 181.33 493253 277866
NSC Norfolk Southern Corp. Transportation NYSE 39360 1.3 283.5 145.1 1750000 2180000
Entry Threshold: 2.70 Exit Threshold: 1.10
Max Duration: 40 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: 10271.24
Total net P/L: 271.24 Total ROI: 2.71 %
CAGR: 0.53 % Max. DD: 26.53 %
System Score: 0.079 Sharpe Ratio: 0.232
Start Date: 2014-01-02 End Date: 2019-01-31
Total days: 1855
Commissions: 192.00 Comm.% P/L 41.45 %
Total Transactions: 192 Log. Linearity: 52.979 %
Total enabled Long enabled Short CP NSC
Total Profit/Loss 463.24 -127.24 590.48 -1297.26 1760.50
Total Profit 5774.03 3645.78 2128.25 4865.19 4971.05
Total Loss 5310.79 3773.02 1537.77 6162.45 3210.55
Profit Factor 1.09 0.97 1.38 0.79 1.55
Trades 48 28 20 48 48
Winning Trades 30 17 13 27 31
Losing Trades 18 11 7 21 17
% Profitable 62.00 60.00 65.00 56.00 64.00
Profit/Loss Per Trade % 0.10 -0.06 0.31 -0.29 0.37
Profit Per Trade % 1.95 2.15 1.69 1.82 1.62
Loss Per Trade % 2.83 3.25 2.17 2.89 1.83
Days In Trade 289 171 118 289 289
Days In Trade (Avg. Per Trade) 6.02 6.11 5.90 6.02 6.02
% Days In Trade 15.58 9.22 6.36 15.58 15.58
loading
Trade Log
loading
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.