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Model: Ratio
HQ Backtest PPBI vs WAL
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
PPBI Pacific Premier Bancorp, Inc. Financial NASDAQ 2040 0.64 44.94 41.8 413345 1050000
WAL Western Alliance Bancorporation Financial NYSE 6420 1.6 97.26 59.47 712801 1260000
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: 16697.42
Total net P/L: 6697.41 Total ROI: 66.97 %
CAGR: 18.69 % Max. DD: 8.11 %
System Score: 16.431 Sharpe Ratio: 2.061
Start Date: 2016-06-13 End Date: 2019-06-10
Total days: 1092
Commissions: 235.78 Comm.% P/L 3.40 %
Total Transactions: 152 Log. Linearity: 95.795 %
Total enabled Long enabled Short PPBI WAL
Total Profit/Loss 6933.19 3146.70 3786.50 -938.31 7871.50
Total Profit 9034.04 4085.10 4948.94 7554.03 11326.85
Total Loss 2100.84 938.41 1162.44 8492.33 3455.35
Profit Factor 4.30 4.35 4.26 0.89 3.28
Trades 38 20 18 38 38
Winning Trades 31 16 15 22 28
Losing Trades 7 4 3 16 10
% Profitable 81.00 80.00 83.00 57.00 73.00
Profit/Loss Per Trade % 1.41 1.28 1.55 -0.28 1.55
Profit Per Trade % 2.34 2.07 2.63 2.70 3.18
Loss Per Trade % 2.58 1.80 3.63 4.16 2.83
Days In Trade 408 244 164 408 408
Days In Trade (Avg. Per Trade) 10.74 12.20 9.11 10.74 10.74
% Days In Trade 37.36 22.34 15.02 37.36 37.36
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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.