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Model: Ratio
HQ Backtest VRSN vs MSFT
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
VRSN VeriSign Inc Technology Software - Infrastructure 18438 184.74 538782
MSFT Microsoft Corporation Technology Software - Infrastructure 2979309 0.0075 400.96 24105452
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: 10019.62
Total net P/L: 19.62 Total ROI: 0.20 %
CAGR: 0.04 % Max. DD: 32.08 %
System Score: 0.007 Sharpe Ratio: 0.208
Start Date: 2015-01-02 End Date: 2020-03-31
Total days: 1915
Commissions: 313.28 Comm.% P/L 94.11 %
Total Transactions: 312 Log. Linearity: 55.916 %
Total enabled Long enabled Short VRSN MSFT
Total Profit/Loss 332.90 867.24 -534.34 -4676.69 5009.59
Total Profit 11620.70 7563.31 4057.40 10888.77 14827.42
Total Loss 11287.81 6696.06 4591.74 15565.46 9817.83
Profit Factor 1.03 1.13 0.88 0.70 1.51
Trades 78 44 34 78 78
Winning Trades 49 29 20 37 49
Losing Trades 29 15 14 41 29
% Profitable 62.00 65.00 58.00 47.00 62.00
Profit/Loss Per Trade % 0.04 0.19 -0.14 -0.71 0.64
Profit Per Trade % 2.53 2.81 2.14 2.97 3.15
Loss Per Trade % 3.88 4.48 3.24 3.79 3.36
Days In Trade 1045 555 490 1045 1045
Days In Trade (Avg. Per Trade) 13.40 12.61 14.41 13.40 13.40
% Days In Trade 54.57 28.98 25.59 54.57 54.57
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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.