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Model: Ratio
HQ Backtest BAC vs PNC
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
BAC Bank of America Corp Financial NYSE 329540 1.34 10236.17 31.63 80840000 83450000
PNC PNC Financial Services Financial NYSE 76160 0.88 474.7 156.03 2340000 4520000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 30 Entry Mode: Uptick Reversals:
MA Period: 30 MA Type: EMA StdDev Period: 30
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 10.0 Margin Req. 2: 10.0 High Leverage
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 162438.26
Total net P/L: 152438.26 Total ROI: 1524.38 %
CAGR: 218.64 % Max. DD: 31.08 %
System Score: 135.719 Sharpe Ratio: 3.734
Start Date: 2018-01-02 End Date: 2020-05-29
Total days: 878
Commissions: 3083.12 Comm.% P/L 1.98 %
Total Transactions: 112 Log. Linearity: 85.304 %
Total enabled Long enabled Short BAC PNC
Total Profit/Loss 155521.38 46126.01 109395.37 4597.59 150923.79
Total Profit 168247.49 58852.12 109395.37 144393.41 248812.27
Total Loss 12726.11 12726.11 0.00 139795.82 97888.48
Profit Factor 13.22 4.62 0.00 1.03 2.54
Trades 28 11 17 28 28
Winning Trades 26 9 17 18 16
Losing Trades 2 2 0 10 12
% Profitable 92.00 81.00 100.00 64.00 57.00
Profit/Loss Per Trade % 10.70 8.80 11.95 3.32 0.83
Profit Per Trade % 12.90 14.71 11.95 17.19 19.18
Loss Per Trade % 12.52 12.52 0.00 15.02 15.45
Days In Trade 323 122 201 323 323
Days In Trade (Avg. Per Trade) 11.54 11.09 11.82 11.54 11.54
% Days In Trade 36.79 13.90 22.89 36.79 36.79
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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.