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Model: Ratio
HQ Backtest CMI vs SSD
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
CMI Cummins Inc. Capital goods NYSE 26940 1.21 165.24 173.83 1980000 4150000
SSD Simpson Manufacturing Co, Inc. Basic materials NYSE 2710 1.55 39.91 57.9 331493 463044
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
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: 24954.01
Total net P/L: 14954.01 Total ROI: 149.54 %
CAGR: 18.42 % Max. DD: 33.36 %
System Score: 1.509 Sharpe Ratio: 1.949
Start Date: 2016-01-04 End Date: 2021-05-31
Total days: 1974
Commissions: 399.95 Comm.% P/L 2.60 %
Total Transactions: 372 Log. Linearity: 43.428 %
Total enabled Long enabled Short CMI SSD
Total Profit/Loss 15353.96 2425.91 12928.05 4012.47 11341.49
Total Profit 30535.84 11484.51 19051.33 25641.37 31084.74
Total Loss 15181.88 9058.60 6123.28 21628.90 19743.25
Profit Factor 2.01 1.27 3.11 1.19 1.57
Trades 93 44 49 93 93
Winning Trades 68 31 37 48 52
Losing Trades 25 13 12 45 41
% Profitable 73.00 70.00 75.00 51.00 55.00
Profit/Loss Per Trade % 1.02 0.08 1.88 0.08 0.78
Profit Per Trade % 3.34 2.55 4.02 3.90 4.35
Loss Per Trade % 4.88 5.39 4.33 3.74 3.50
Days In Trade 1130 580 550 1130 1130
Days In Trade (Avg. Per Trade) 12.15 13.18 11.22 12.15 12.15
% Days In Trade 57.24 29.38 27.86 57.24 57.24
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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.