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Model: Ratio
HQ Backtest AMGN vs HUM
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
AMGN Amgen, Inc. Healthcare NASDAQ 135640 1.34 719.39 185.22 7160000 16880000
HUM Humana Inc. Financial NYSE 37550 0.95 137.24 271.94 1070000 2130000
Entry Threshold: 2.70 Exit Threshold: 1.00 DT Threshold: 1.00
Max Duration: 60 Entry Mode: Downtick Reversals:
MA Period: 63 MA Type: SMA StdDev Period: 63
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 12064.50
Total net P/L: 2064.50 Total ROI: 20.64 %
CAGR: 3.58 % Max. DD: 17.43 %
System Score: 0.001 Sharpe Ratio: 1.468
Start Date: 2015-01-02 End Date: 2020-04-30
Total days: 1945
Commissions: 52.00 Comm.% P/L 2.46 %
Total Transactions: 52 Log. Linearity: 5.828 %
Total enabled Long enabled Short AMGN HUM
Total Profit/Loss 2116.50 443.47 1673.03 -1079.06 3195.56
Total Profit 3266.01 1592.98 1673.03 851.21 4374.14
Total Loss 1149.51 1149.51 0.00 1930.27 1178.58
Profit Factor 2.84 1.39 0.00 0.44 3.71
Trades 13 8 5 13 13
Winning Trades 12 7 5 4 11
Losing Trades 1 1 0 9 2
% Profitable 92.00 87.00 100.00 30.00 84.00
Profit/Loss Per Trade % 1.49 0.46 3.17 -0.81 2.25
Profit Per Trade % 2.58 2.16 3.17 2.02 3.74
Loss Per Trade % 10.68 10.68 0.00 2.01 5.46
Days In Trade 201 147 54 201 201
Days In Trade (Avg. Per Trade) 15.46 18.38 10.80 15.46 15.46
% Days In Trade 10.33 7.56 2.78 10.33 10.33
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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.