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Model: Ratio
HQ Backtest PKI vs TMO
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
PKI PerkinElmer, Inc. Technology NYSE 8550 0.82 109.46 77.55 716328 1190000
TMO Thermo Fisher Scientific Inc. Healthcare NYSE 84550 1.16 401.05 210.68 1460000 2560000
Entry Threshold: 1.00 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 0.02 / 0.02
Initial Capital: 10000.00 Final Equity: 10720.16
Total net P/L: 720.16 Total ROI: 7.20 %
CAGR: 1.28 % Max. DD: 28.16 %
System Score: 0.044 Sharpe Ratio: 0.376
Start Date: 2014-01-02 End Date: 2019-06-28
Total days: 2003
Commissions: 537.30 Comm.% P/L 42.73 %
Total Transactions: 524 Log. Linearity: 32.551 %
Total enabled Long enabled Short PKI TMO
Total Profit/Loss 1257.46 1249.66 7.80 2346.50 -1089.04
Total Profit 15652.29 9110.45 6541.84 23134.54 18172.79
Total Loss 14394.83 7860.79 6534.04 20788.04 19261.83
Profit Factor 1.09 1.16 1.00 1.11 0.94
Trades 131 68 63 131 131
Winning Trades 95 47 48 62 70
Losing Trades 36 21 15 68 61
% Profitable 72.00 69.00 76.00 47.00 53.00
Profit/Loss Per Trade % 0.09 0.16 0.02 0.10 -0.12
Profit Per Trade % 1.54 1.80 1.28 3.41 2.41
Loss Per Trade % 3.56 3.36 3.85 2.75 2.86
Days In Trade 1398 749 649 1398 1398
Days In Trade (Avg. Per Trade) 10.67 11.01 10.30 10.67 10.67
% Days In Trade 69.80 37.39 32.40 69.80 69.80
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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.