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Model: Residual
HQ Backtest LRCX vs WBA
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
LRCX Lam Research Corp Technology Semiconductor Equipment & Materials 70192 0.0136 507.36 1544044
WBA Walgreens Boots Alliance Inc Healthcare Pharmaceutical Retailers 29197 0.0583 33.54 6849284
Entry Threshold: 1.50 Exit Threshold: 0.10
Max Duration: 20 Entry Mode: Simple Reversals:
Regression Per: 100
Margin Req. 1: 10.0 Margin Req. 2: 10.0 High Leverage
Version: 5 Model Version: 2013.1 Bid-Ask 0.10 / 0.10
Initial Capital: 1000.00 Final Equity: 2245.62
Total net P/L: 1245.62 Total ROI: 124.56 %
CAGR: 114.05 % Max. DD: 62.40 %
System Score: 34.915 Sharpe Ratio: 1.263
Start Date: 2022-01-03 End Date: 2023-01-26
Total days: 388
Commissions: 44.79 Comm.% P/L 3.47 %
Total Transactions: 36 Log. Linearity: 67.397 %
Total enabled Long enabled Short LRCX WBA
Total Profit/Loss 1290.41 3387.75 -2097.34 2568.27 -1277.86
Total Profit 3535.90 3387.75 148.15 5211.07 1251.85
Total Loss 2245.49 0.00 2245.49 2642.80 2529.71
Profit Factor 1.57 0.00 0.07 1.97 0.49
Trades 9 4 5 9 9
Winning Trades 5 4 1 5 5
Losing Trades 4 0 4 4 4
% Profitable 55.00 100.00 20.00 55.00 55.00
Profit/Loss Per Trade % 9.66 45.89 -12.73 11.76 -14.35
Profit Per Trade % 37.47 45.89 8.37 50.53 14.85
Loss Per Trade % 13.55 0.00 13.55 20.60 29.49
Days In Trade 161 84 77 161 161
Days In Trade (Avg. Per Trade) 17.89 21.00 15.40 17.89 17.89
% Days In Trade 41.49 21.65 19.85 41.49 41.49
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Trade Log
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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.