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Model: Ratio
HQ Backtest CXO vs PXD
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
CXO Concho Resources Inc. Energy NYSE 22140 0.99 147.39 152.64 1450000 1550000
PXD Pioneer Natural Resources Energy NYSE 28840 0.99 168.84 177.12 1660000 1290000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: SMA 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: 9088.99
Total net P/L: -911.01 Total ROI: -9.11 %
CAGR: -5.59 % Max. DD: 28.73 %
System Score: -0.966 Sharpe Ratio: -0.226
Start Date: 2018-02-01 End Date: 2019-09-30
Total days: 606
Commissions: 116.00 Comm.% P/L 14.59 %
Total Transactions: 116 Log. Linearity: 55.706 %
Total enabled Long enabled Short CXO PXD
Total Profit/Loss -795.01 -1177.85 382.84 -860.94 65.93
Total Profit 4104.02 2167.84 1936.18 6687.14 5591.23
Total Loss 4899.03 3345.69 1553.34 7548.08 5525.30
Profit Factor 0.84 0.65 1.25 0.89 1.01
Trades 29 18 11 29 29
Winning Trades 17 10 7 15 17
Losing Trades 12 8 4 14 12
% Profitable 58.00 55.00 63.00 51.00 58.00
Profit/Loss Per Trade % -0.29 -0.64 0.30 -0.51 -0.06
Profit Per Trade % 2.52 2.27 2.88 4.54 3.45
Loss Per Trade % 4.03 4.07 3.95 5.44 4.56
Days In Trade 412 271 141 412 412
Days In Trade (Avg. Per Trade) 14.21 15.06 12.82 14.21 14.21
% Days In Trade 67.99 44.72 23.27 67.99 67.99
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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.