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Model: Residual
HQ Backtest CENX vs SFUN
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
CENX Century Aluminum Co Basic materials NASDAQ 1820 0.79 49.25 21.46 2950000 4040000
SFUN SouFun Holdings Limited (ADR) Technology NYSE 2190 1.3 2048.2 4.98 2090000 3050000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 8961.32
Total net P/L: -1038.68 Total ROI: -10.39 %
CAGR: -2.17 % Max. DD: 87.22 %
System Score: -0.001 Sharpe Ratio: 0.595
Start Date: 2015-01-02 End Date: 2019-12-31
Total days: 1824
Commissions: 1149.20 Comm.% P/L 1039.77 %
Total Transactions: 288 Log. Linearity: 6.695 %
Total enabled Long enabled Short CENX SFUN
Total Profit/Loss 110.52 661.32 -550.80 -76.88 187.40
Total Profit 28584.80 13888.12 14696.68 19424.41 20338.47
Total Loss 28474.28 13226.80 15247.48 19501.29 20151.06
Profit Factor 1.00 1.05 0.96 1.00 1.01
Trades 72 35 37 72 72
Winning Trades 44 23 21 46 36
Losing Trades 28 12 16 26 36
% Profitable 61.00 65.00 56.00 63.00 50.00
Profit/Loss Per Trade % 0.08 1.10 -0.87 -0.44 0.48
Profit Per Trade % 10.57 9.92 11.27 6.75 9.18
Loss Per Trade % 12.55 12.67 12.46 10.54 7.15
Days In Trade 701 364 337 701 701
Days In Trade (Avg. Per Trade) 9.74 10.40 9.11 9.74 9.74
% Days In Trade 38.43 19.96 18.48 38.43 38.43
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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.