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Model: Ratio
HQ Backtest MTDR vs FANG
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
MTDR Matador Resources Co Energy NYSE 3130 1.25 96.31 30.53 1300000 1470000
FANG Diamondback Energy Inc Energy NASDAQ 12320 0.84 97.75 125.61 1380000 2000000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 50 Entry Mode: Simple Reversals:
MA Period: 15 MA Type: SMA StdDev Period: 30
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.02 / 0.02
Initial Capital: 10000.00 Final Equity: 14169.25
Total net P/L: 4169.26 Total ROI: 41.69 %
CAGR: 5.42 % Max. DD: 15.68 %
System Score: 3.605 Sharpe Ratio: 1.258
Start Date: 2012-11-23 End Date: 2019-06-28
Total days: 2408
Commissions: 262.29 Comm.% P/L 5.92 %
Total Transactions: 212 Log. Linearity: 87.268 %
Total enabled Long enabled Short MTDR FANG
Total Profit/Loss 4431.54 1232.39 3199.15 5202.26 -770.72
Total Profit 10164.04 5187.55 4976.49 12027.64 8314.26
Total Loss 5732.49 3955.16 1777.34 6825.38 9084.98
Profit Factor 1.77 1.31 2.80 1.76 0.92
Trades 53 24 29 53 53
Winning Trades 38 18 20 31 28
Losing Trades 15 6 9 22 25
% Profitable 71.00 75.00 68.00 58.00 52.00
Profit/Loss Per Trade % 0.70 0.40 0.95 0.84 -0.21
Profit Per Trade % 2.40 2.59 2.23 3.36 2.51
Loss Per Trade % 3.34 5.70 1.79 2.57 3.09
Days In Trade 773 378 395 773 773
Days In Trade (Avg. Per Trade) 14.58 15.75 13.62 14.58 14.58
% Days In Trade 32.10 15.70 16.40 32.10 32.10
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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.