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Model: Ratio
HQ Backtest VZ vs MSFT
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
VZ Verizon Communications Inc. Services NYSE 198100 0.65 4078.28 50.66 19020000 26840000
MSFT Microsoft Corporation Technology NASDAQ 728400 1.05 7592.84 91.74 35140000 49080000
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: 18137.93
Total net P/L: 8137.93 Total ROI: 81.38 %
CAGR: 23.44 % Max. DD: 19.71 %
System Score: 11.485 Sharpe Ratio: 1.890
Start Date: 2017-01-02 End Date: 2019-10-31
Total days: 1032
Commissions: 208.85 Comm.% P/L 2.50 %
Total Transactions: 196 Log. Linearity: 78.834 %
Total enabled Long enabled Short VZ MSFT
Total Profit/Loss 8346.78 2294.32 6052.46 1103.14 7243.64
Total Profit 13468.39 6940.04 6528.35 6332.64 11415.14
Total Loss 5121.61 4645.72 475.89 5229.50 4171.50
Profit Factor 2.63 1.49 13.72 1.21 2.74
Trades 49 29 20 49 49
Winning Trades 36 19 17 26 33
Losing Trades 13 10 3 23 16
% Profitable 73.00 65.00 85.00 53.00 67.00
Profit/Loss Per Trade % 1.26 0.49 2.38 0.13 1.09
Profit Per Trade % 3.14 3.16 3.11 2.15 2.92
Loss Per Trade % 3.66 4.28 1.64 2.04 2.52
Days In Trade 556 364 192 556 556
Days In Trade (Avg. Per Trade) 11.35 12.55 9.60 11.35 11.35
% Days In Trade 53.88 35.27 18.60 53.88 53.88
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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.