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Model: Ratio
HQ Backtest NLSN vs VNO
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
NLSN Nielsen Hldg NV Services NYSE 11950 0 0 46.35 4310000 3530000
VNO Vornado Realty Trust Services NYSE 13210 0.92 172.09 69.45 1390000 1450000
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: 2000.00 Final Equity: 3050.54
Total net P/L: 1050.54 Total ROI: 52.53 %
CAGR: 8.82 % Max. DD: 35.45 %
System Score: 0.637 Sharpe Ratio: 1.172
Start Date: 2015-01-02 End Date: 2019-12-31
Total days: 1824
Commissions: 296.00 Comm.% P/L 21.98 %
Total Transactions: 296 Log. Linearity: 41.649 %
Total enabled Long enabled Short NLSN VNO
Total Profit/Loss 1346.54 1063.92 282.62 2010.27 -663.73
Total Profit 3025.56 1782.69 1242.87 3440.72 1162.78
Total Loss 1679.02 718.77 960.25 1430.45 1826.51
Profit Factor 1.80 2.48 1.29 2.41 0.64
Trades 74 40 34 74 74
Winning Trades 48 26 22 50 34
Losing Trades 26 14 12 24 39
% Profitable 64.00 65.00 64.00 67.00 45.00
Profit/Loss Per Trade % 0.78 1.19 0.30 1.26 -0.53
Profit Per Trade % 3.04 3.20 2.84 3.29 1.69
Loss Per Trade % 3.17 2.41 4.07 2.78 2.38
Days In Trade 929 480 449 929 929
Days In Trade (Avg. Per Trade) 12.55 12.00 13.21 12.55 12.55
% Days In Trade 50.93 26.32 24.62 50.93 50.93
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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.