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Model: Ratio
HQ Backtest TRTN vs CMRE
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
TRTN Triton International Limited NYSE 2590 0 0 836569 826650
CMRE Costamare Inc Transportation NYSE 712 2.13 50.22 6.31 569461 615843
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 20 MA Type: SMA StdDev Period: 20
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: 20000.00 Final Equity: 13480.32
Total net P/L: -6519.68 Total ROI: -32.60 %
CAGR: -18.69 % Max. DD: 41.24 %
System Score: -1.931 Sharpe Ratio: -0.666
Start Date: 2018-01-02 End Date: 2019-11-29
Total days: 696
Commissions: 847.18 Comm.% P/L 14.93 %
Total Transactions: 100 Log. Linearity: 46.924 %
Total enabled Long enabled Short TRTN CMRE
Total Profit/Loss -5672.50 -4021.79 -1650.71 -9371.62 3699.12
Total Profit 12248.77 6855.52 5393.25 8957.24 15694.88
Total Loss 17921.27 10877.31 7043.96 18328.86 11995.76
Profit Factor 0.68 0.63 0.77 0.49 1.31
Trades 25 17 8 25 25
Winning Trades 15 10 5 11 16
Losing Trades 10 7 3 14 9
% Profitable 60.00 58.00 62.00 44.00 64.00
Profit/Loss Per Trade % -1.37 -1.24 -1.63 -2.48 0.78
Profit Per Trade % 4.88 4.16 6.34 4.45 6.09
Loss Per Trade % 9.61 8.00 13.45 7.25 7.40
Days In Trade 385 259 126 385 385
Days In Trade (Avg. Per Trade) 15.40 15.24 15.75 15.40 15.40
% Days In Trade 55.32 37.21 18.10 55.32 55.32
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FB LN TW

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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.