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Model: Residual
HQ Backtest WEA vs WEC
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
WEA Western Asset Premier Bond Fund Financial NYSE 153.69 0.45 11.9 13.23 37857 52829
WEC Wisconsin Energy Corporation Utilities NYSE 19710 0.11 314.93 61.97 2100000 4860000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10909.22
Total net P/L: 909.22 Total ROI: 9.09 %
CAGR: 2.46 % Max. DD: 26.58 %
System Score: 0.891 Sharpe Ratio: 0.432
Start Date: 2017-01-02 End Date: 2020-07-31
Total days: 1306
Commissions: 498.66 Comm.% P/L 35.42 %
Total Transactions: 192 Log. Linearity: 71.273 %
Total enabled Long enabled Short WEA WEC
Total Profit/Loss 1407.88 -201.02 1608.90 -3289.09 4696.97
Total Profit 8992.45 4015.32 4977.13 3833.92 9640.23
Total Loss 7584.57 4216.35 3368.22 7123.01 4943.26
Profit Factor 1.19 0.95 1.48 0.54 1.95
Trades 48 17 31 48 48
Winning Trades 30 8 22 27 29
Losing Trades 18 9 9 21 19
% Profitable 62.00 47.00 70.00 56.00 60.00
Profit/Loss Per Trade % 0.27 -0.05 0.45 -0.65 0.81
Profit Per Trade % 2.70 4.56 2.03 1.24 2.91
Loss Per Trade % 3.45 3.68 3.23 2.66 2.28
Days In Trade 445 193 252 445 445
Days In Trade (Avg. Per Trade) 9.27 11.35 8.13 9.27 9.27
% Days In Trade 34.07 14.78 19.30 34.07 34.07
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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.