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Model: Ratio
HQ Backtest ALSN vs AXL
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
ALSN Allison Transmission Holdings Inc Consumer cyclical NYSE 5530 1.21 140.85 41.91 1620000 1370000
AXL American Axle Manufact. Holdings, Inc. Consumer cyclical NYSE 1650 1.43 109.66 16.65 2530000 2210000
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: 9454.24
Total net P/L: -545.76 Total ROI: -5.46 %
CAGR: -0.99 % Max. DD: 47.20 %
System Score: -0.011 Sharpe Ratio: 0.205
Start Date: 2014-01-02 End Date: 2019-08-30
Total days: 2066
Commissions: 801.27 Comm.% P/L 313.60 %
Total Transactions: 348 Log. Linearity: 22.328 %
Total enabled Long enabled Short ALSN AXL
Total Profit/Loss 255.51 4553.88 -4298.37 -1563.76 1819.27
Total Profit 21567.12 11238.22 10328.90 13892.16 24082.81
Total Loss 21311.61 6684.34 14627.27 15455.92 22263.54
Profit Factor 1.01 1.68 0.71 0.90 1.08
Trades 87 39 48 87 87
Winning Trades 58 28 30 48 52
Losing Trades 29 11 18 39 35
% Profitable 66.00 71.00 62.00 55.00 59.00
Profit/Loss Per Trade % 0.03 1.08 -0.82 -0.18 0.05
Profit Per Trade % 3.68 3.89 3.50 2.89 4.51
Loss Per Trade % 6.63 5.63 7.25 3.77 5.84
Days In Trade 1092 471 621 1092 1092
Days In Trade (Avg. Per Trade) 12.55 12.08 12.94 12.55 12.55
% Days In Trade 52.86 22.80 30.06 52.86 52.86
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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.