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Model: Ratio
HQ Backtest MS vs GS
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
MS Morgan Stanley Financial NYSE 103050 1.53 1356.26 55.59 9720000 9140000
GS Goldman Sachs Group, Inc. Financial NYSE 101660 1.36 372.85 261.67 3480000 4110000
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: 1000.00 Final Equity: 579.00
Total net P/L: -421.00 Total ROI: -42.10 %
CAGR: -9.61 % Max. DD: 46.73 %
System Score: -6.206 Sharpe Ratio: -1.913
Start Date: 2016-01-04 End Date: 2021-05-31
Total days: 1974
Commissions: 320.00 Comm.% P/L 316.83 %
Total Transactions: 320 Log. Linearity: 86.436 %
Total enabled Long enabled Short MS GS
Total Profit/Loss -101.00 78.55 -179.55 -357.88 256.88
Total Profit 549.75 352.50 197.25 1000.74 989.35
Total Loss 650.75 273.95 376.80 1358.62 732.47
Profit Factor 0.84 1.29 0.52 0.74 1.35
Trades 80 38 42 80 80
Winning Trades 46 26 20 36 47
Losing Trades 34 12 22 43 33
% Profitable 57.00 68.00 47.00 45.00 58.00
Profit/Loss Per Trade % -0.11 0.45 -0.61 -0.71 0.36
Profit Per Trade % 1.75 2.03 1.38 4.04 2.96
Loss Per Trade % 2.53 2.84 2.35 4.31 3.17
Days In Trade 1034 446 588 1034 1034
Days In Trade (Avg. Per Trade) 12.93 11.74 14.00 12.93 12.93
% Days In Trade 52.38 22.59 29.79 52.38 52.38
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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.