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Model: Ratio
HQ Backtest GEO vs CXW
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
GEO The Geo Group, Inc. Services NYSE 2710 1.3 121.53 21.85 1180000 1460000
CXW Corrections Corp Of America Services NYSE 2540 0.93 117.42 21.84 944744 1330000
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: 10846.25
Total net P/L: 846.25 Total ROI: 8.46 %
CAGR: 1.49 % Max. DD: 35.22 %
System Score: 0.000 Sharpe Ratio: 0.403
Start Date: 2014-01-02 End Date: 2019-06-28
Total days: 2003
Commissions: 679.95 Comm.% P/L 44.55 %
Total Transactions: 328 Log. Linearity: 5.896 %
Total enabled Long enabled Short GEO CXW
Total Profit/Loss 1526.20 1238.08 288.12 9686.29 -8160.09
Total Profit 10846.51 4716.99 6129.52 20641.21 13265.77
Total Loss 9320.31 3478.91 5841.40 10954.91 21425.86
Profit Factor 1.16 1.36 1.05 1.88 0.62
Trades 82 38 44 82 82
Winning Trades 52 25 27 49 38
Losing Trades 30 13 17 33 44
% Profitable 63.00 65.00 61.00 59.00 46.00
Profit/Loss Per Trade % 0.18 0.39 0.00 1.14 -1.35
Profit Per Trade % 2.11 1.96 2.25 4.17 3.38
Loss Per Trade % 3.01 2.53 3.39 3.09 4.79
Days In Trade 1063 494 569 1063 1063
Days In Trade (Avg. Per Trade) 12.96 13.00 12.93 12.96 12.96
% Days In Trade 53.07 24.66 28.41 53.07 53.07
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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.