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Model: Ratio
HQ Backtest BUI vs CB
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BUI BlackRock Utility & Infrastructure Trust Financial Services Asset Management 592 0 26.06 58851
CB Chubb Ltd Financial Services Insurance - Property & Casualty 112418 0.0135 285.65 1798535
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 15 Entry Mode: Uptick Reversals:
MA Period: 14 MA Type: SMA StdDev Period: 14
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: 8180.21
Total net P/L: 3180.21 Total ROI: 63.60 %
CAGR: 171.35 % Max. DD: 16.26 %
System Score: 74.524 Sharpe Ratio: 2.011
Start Date: 2020-01-02 End Date: 2020-06-30
Total days: 180
Commissions: 59.08 Comm.% P/L 1.82 %
Total Transactions: 44 Log. Linearity: 75.766 %
Total enabled Long enabled Short BUI CB
Total Profit/Loss 3239.29 2687.51 551.78 2617.97 621.32
Total Profit 4128.52 2687.51 1441.02 3516.34 1889.02
Total Loss 889.24 0.00 889.24 898.37 1267.70
Profit Factor 4.64 0.00 1.62 3.91 1.49
Trades 11 5 6 11 11
Winning Trades 9 5 4 7 7
Losing Trades 2 0 2 4 4
% Profitable 81.00 100.00 66.00 63.00 63.00
Profit/Loss Per Trade % 4.66 8.51 1.56 3.76 0.71
Profit Per Trade % 7.20 8.51 5.57 7.89 4.19
Loss Per Trade % 5.89 0.00 5.89 3.06 4.99
Days In Trade 96 39 57 96 96
Days In Trade (Avg. Per Trade) 8.73 7.80 9.50 8.73 8.73
% Days In Trade 53.33 21.67 31.67 53.33 53.33
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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.