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Model: Ratio
HQ Backtest MTW vs TEX
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
MTW Manitowoc Company Inc Industrials Farm & Heavy Construction Machinery 502 14.14 282054
TEX Terex Corporation Industrials Farm & Heavy Construction Machinery 4323 0.0102 64.4 802178
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: 14077.59
Total net P/L: 4077.59 Total ROI: 40.78 %
CAGR: 6.63 % Max. DD: 49.26 %
System Score: 0.000 Sharpe Ratio: 0.841
Start Date: 2014-01-02 End Date: 2019-04-30
Total days: 1944
Commissions: 636.07 Comm.% P/L 13.49 %
Total Transactions: 300 Log. Linearity: 0.025 %
Total enabled Long enabled Short MTW TEX
Total Profit/Loss 4713.66 4577.73 135.93 8976.47 -4262.81
Total Profit 23374.07 12860.89 10513.19 28861.91 16742.31
Total Loss 18660.41 8283.16 10377.26 19885.44 21005.12
Profit Factor 1.25 1.55 1.01 1.45 0.80
Trades 75 38 37 75 75
Winning Trades 51 25 26 46 39
Losing Trades 24 13 11 29 36
% Profitable 68.00 65.00 70.00 61.00 52.00
Profit/Loss Per Trade % 0.54 1.02 0.05 1.00 -0.76
Profit Per Trade % 4.58 5.23 3.96 6.07 4.07
Loss Per Trade % 7.03 6.25 7.96 6.11 5.46
Days In Trade 976 495 481 976 976
Days In Trade (Avg. Per Trade) 13.01 13.03 13.00 13.01 13.01
% Days In Trade 50.21 25.46 24.74 50.21 50.21
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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.