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Model: Residual
HQ Backtest GOOG vs GS
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
GOOG Google Inc Technology NASDAQ 788800 0 0 1176.8 2070000 3090000
GS Goldman Sachs Group, Inc. Financial NYSE 101660 1.36 372.85 261.67 3480000 4110000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 60 Entry Mode: Simple Reversals:
Regression Per: 20
Margin Req. 1: 100.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 9464.40
Total net P/L: -535.60 Total ROI: -5.36 %
CAGR: -2.05 % Max. DD: 14.51 %
System Score: -0.000 Sharpe Ratio: -0.247
Start Date: 2017-01-02 End Date: 2019-08-30
Total days: 970
Commissions: 116.00 Comm.% P/L 27.65 %
Total Transactions: 116 Log. Linearity: 0.302 %
Total enabled Long enabled Short GOOG GS
Total Profit/Loss -419.60 788.85 -1208.45 1620.62 -2040.22
Total Profit 2354.77 1074.53 1280.24 3577.68 2117.21
Total Loss 2774.37 285.68 2488.69 1957.06 4157.43
Profit Factor 0.85 3.76 0.51 1.83 0.51
Trades 29 10 19 29 29
Winning Trades 17 7 10 18 13
Losing Trades 12 3 9 11 16
% Profitable 58.00 70.00 52.00 62.00 44.00
Profit/Loss Per Trade % -0.15 0.83 -0.66 0.57 -0.75
Profit Per Trade % 1.49 1.64 1.39 2.09 1.73
Loss Per Trade % 2.38 1.02 2.83 1.84 2.69
Days In Trade 452 119 333 452 452
Days In Trade (Avg. Per Trade) 15.59 11.90 17.53 15.59 15.59
% Days In Trade 46.60 12.27 34.33 46.60 46.60
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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.