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Model: Ratio
HQ Backtest XOM vs CVX
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
XOM Exxon Mobil Corporation Energy NYSE 318320 0.92 4231.94 80.79 18840000 32110000
CVX Chevron Corporation Energy NYSE 220440 1.21 1909.28 120.16 8400000 14910000
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: 10215.74
Total net P/L: 215.74 Total ROI: 2.16 %
CAGR: 0.41 % Max. DD: 15.22 %
System Score: 0.000 Sharpe Ratio: 0.208
Start Date: 2014-01-02 End Date: 2019-02-28
Total days: 1883
Commissions: 272.00 Comm.% P/L 55.77 %
Total Transactions: 272 Log. Linearity: 0.200 %
Total enabled Long enabled Short XOM CVX
Total Profit/Loss 487.74 -459.01 946.75 3580.59 -3092.85
Total Profit 6571.95 3018.54 3553.41 9879.66 7489.86
Total Loss 6084.21 3477.55 2606.66 6299.07 10582.71
Profit Factor 1.08 0.87 1.36 1.57 0.71
Trades 68 35 33 68 68
Winning Trades 44 24 20 42 38
Losing Trades 24 11 13 26 30
% Profitable 64.00 68.00 60.00 61.00 55.00
Profit/Loss Per Trade % 0.07 -0.12 0.27 0.47 -0.48
Profit Per Trade % 1.45 1.23 1.71 2.26 1.90
Loss Per Trade % 2.38 2.97 1.88 2.30 3.35
Days In Trade 864 463 401 864 864
Days In Trade (Avg. Per Trade) 12.71 13.23 12.15 12.71 12.71
% Days In Trade 45.88 24.59 21.30 45.88 45.88
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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.