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Model: Ratio
HQ Backtest IBOC vs FFBC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IBOC International Bancshares Corporation Financial Services Banks - Regional 4457 0.0197 71.7 244117
FFBC First Financial Bancorp Financial Services Banks - Regional 2616 0.0364 26.55 465251
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: 5000.00 Final Equity: 6413.49
Total net P/L: 1413.49 Total ROI: 28.27 %
CAGR: 4.71 % Max. DD: 18.38 %
System Score: 1.144 Sharpe Ratio: 0.921
Start Date: 2015-01-02 End Date: 2020-05-29
Total days: 1974
Commissions: 179.51 Comm.% P/L 11.27 %
Total Transactions: 164 Log. Linearity: 62.396 %
Total enabled Long disable Short IBOC FFBC
Total Profit/Loss 1593.00 1593.00 0.00 1077.08 515.92
Total Profit 3403.87 3403.87 0.00 4948.90 4160.34
Total Loss 1810.87 1810.87 0.00 3871.82 3644.42
Profit Factor 1.88 1.88 0.00 1.28 1.14
Trades 41 41 0 41 41
Winning Trades 25 25 0 19 21
Losing Trades 16 16 0 22 20
% Profitable 60.00 60.00 0.00 46.00 51.00
Profit/Loss Per Trade % 0.69 0.69 0.00 0.39 0.11
Profit Per Trade % 2.53 2.53 0.00 4.93 3.72
Loss Per Trade % 2.07 2.07 0.00 3.30 3.48
Days In Trade 568 568 0 568 568
Days In Trade (Avg. Per Trade) 13.85 13.85 0.00 13.85 13.85
% Days In Trade 28.77 28.77 0.00 28.77 28.77
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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.