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Model: Ratio
HQ Backtest UPS vs UNP
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
UPS United Parcel Service Inc Industrials Integrated Freight & Logistics 80570 0.0689 96.42 7004745
UNP Union Pacific Corporation Industrials Railroads 130715 0.0247 220.37 3619328
Entry Threshold: 2.30 Exit Threshold: 0.00
Max Duration: 21 Entry Mode: Uptick Reversals:
MA Period: 21 MA Type: EMA StdDev Period: 21
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: 8923.32
Total net P/L: -1076.68 Total ROI: -10.77 %
CAGR: -1.64 % Max. DD: 50.73 %
System Score: -0.466 Sharpe Ratio: 0.050
Start Date: 2016-01-04 End Date: 2022-11-29
Total days: 2521
Commissions: 260.00 Comm.% P/L 31.84 %
Total Transactions: 260 Log. Linearity: 65.796 %
Total enabled Long enabled Short UPS UNP
Total Profit/Loss -816.68 -2321.49 1504.81 -4771.19 3954.51
Total Profit 11253.98 4942.35 6311.63 10620.43 12357.29
Total Loss 12070.66 7263.84 4806.82 15391.62 8402.78
Profit Factor 0.93 0.68 1.31 0.69 1.47
Trades 65 33 32 65 65
Winning Trades 41 18 23 31 35
Losing Trades 24 15 9 34 30
% Profitable 63.00 54.00 71.00 47.00 53.00
Profit/Loss Per Trade % -0.13 -0.57 0.33 -0.76 0.43
Profit Per Trade % 3.35 3.41 3.31 4.34 3.83
Loss Per Trade % 5.54 4.98 6.48 4.89 3.27
Days In Trade 1033 575 458 1033 1033
Days In Trade (Avg. Per Trade) 15.89 17.42 14.31 15.89 15.89
% Days In Trade 40.98 22.81 18.17 40.98 40.98
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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.