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Model: Ratio
HQ Backtest MHK vs FBHS
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
MHK Mohawk Industries, Inc. Consumer cyclical NYSE 18450 1.36 61.9 260.66 859073 500289
FBHS Fortune Brands Home Security Inc Capital goods NYSE 9430 1.4 150.99 66.11 2110000 1610000
Entry Threshold: 2.50 Exit Threshold: 1.00
Max Duration: 20 Entry Mode: Simple 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: 11307.37
Total net P/L: 1307.37 Total ROI: 13.07 %
CAGR: 3.70 % Max. DD: 15.38 %
System Score: 0.324 Sharpe Ratio: 0.635
Start Date: 2017-01-02 End Date: 2020-05-21
Total days: 1235
Commissions: 153.23 Comm.% P/L 10.49 %
Total Transactions: 148 Log. Linearity: 44.415 %
Total enabled Long enabled Short MHK FBHS
Total Profit/Loss 1460.60 2079.89 -619.29 3186.22 -1725.62
Total Profit 4550.87 4069.43 481.44 6252.00 4296.55
Total Loss 3090.27 1989.54 1100.73 3065.78 6022.17
Profit Factor 1.47 2.05 0.44 2.04 0.71
Trades 37 28 9 37 37
Winning Trades 24 20 4 23 20
Losing Trades 13 8 5 14 17
% Profitable 64.00 71.00 44.00 62.00 54.00
Profit/Loss Per Trade % 0.37 0.70 -0.65 0.74 -0.46
Profit Per Trade % 1.77 1.90 1.11 2.47 1.99
Loss Per Trade % 2.12 2.19 2.01 2.01 3.18
Days In Trade 271 185 86 271 271
Days In Trade (Avg. Per Trade) 7.32 6.61 9.56 7.32 7.32
% Days In Trade 21.94 14.98 6.96 21.94 21.94
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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.