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Model: Ratio
HQ Backtest IBM vs COP
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IBM International Business Machines Technology Information Technology Services 168452 0.0361 183.1 4354577
COP ConocoPhillips Energy Oil & Gas E&P 152536 0.0276 128.33 5321838
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 20 MA Type: EMA StdDev Period: 20
RSI Period: 20 RSI Threshold: 0
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.10 / 0.10
Initial Capital: 50000.00 Final Equity: 46539.22
Total net P/L: -3460.78 Total ROI: -6.92 %
CAGR: -1.41 % Max. DD: 25.46 %
System Score: -0.000 Sharpe Ratio: -0.115
Start Date: 2016-01-04 End Date: 2021-01-19
Total days: 1842
Commissions: 396.60 Comm.% P/L 12.94 %
Total Transactions: 224 Log. Linearity: 4.341 %
Total enabled Long enabled Short IBM COP
Total Profit/Loss -3064.18 -1144.34 -1919.84 -867.90 -2196.28
Total Profit 36660.52 16154.80 20505.72 26677.22 40147.37
Total Loss 39724.70 17299.14 22425.56 27545.12 42343.65
Profit Factor 0.92 0.93 0.91 0.97 0.95
Trades 56 26 30 56 56
Winning Trades 36 15 21 28 30
Losing Trades 20 11 9 28 26
% Profitable 64.00 57.00 70.00 50.00 53.00
Profit/Loss Per Trade % -0.11 -0.13 -0.10 -0.07 -0.12
Profit Per Trade % 2.06 2.15 1.99 1.87 2.70
Loss Per Trade % 3.83 3.12 4.71 1.96 3.09
Days In Trade 805 415 390 805 805
Days In Trade (Avg. Per Trade) 14.38 15.96 13.00 14.38 14.38
% Days In Trade 43.70 22.53 21.17 43.70 43.70
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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.