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Model: Ratio
HQ Backtest JNJ vs PG
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
JNJ Johnson Johnson Healthcare NYSE 358620 0.75 2681.17 136.2 8560000 14230000
PG The Procter Gamble Company Consumer non-cyclical NYSE 199080 0.57 2519.4 84.12 11050000 17720000
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: 11888.24
Total net P/L: 1888.24 Total ROI: 18.88 %
CAGR: 3.01 % Max. DD: 21.04 %
System Score: 0.071 Sharpe Ratio: 0.713
Start Date: 2014-01-02 End Date: 2019-10-31
Total days: 2128
Commissions: 360.00 Comm.% P/L 16.01 %
Total Transactions: 360 Log. Linearity: 28.708 %
Total enabled Long enabled Short JNJ PG
Total Profit/Loss 2248.24 -141.57 2389.81 4669.14 -2420.90
Total Profit 12520.82 5905.45 6615.37 13502.47 9375.90
Total Loss 10272.58 6047.02 4225.56 8833.33 11796.80
Profit Factor 1.22 0.98 1.57 1.53 0.79
Trades 90 41 49 90 90
Winning Trades 61 25 36 61 46
Losing Trades 29 16 13 29 44
% Profitable 67.00 60.00 73.00 67.00 51.00
Profit/Loss Per Trade % 0.23 0.00 0.42 0.44 -0.26
Profit Per Trade % 1.85 2.15 1.64 1.96 1.82
Loss Per Trade % 3.03 3.21 2.82 2.58 2.35
Days In Trade 1098 525 573 1098 1098
Days In Trade (Avg. Per Trade) 12.20 12.80 11.69 12.20 12.20
% Days In Trade 51.60 24.67 26.93 51.60 51.60
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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.