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Model: Ratio
HQ Backtest AAPL vs MSFT
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
AAPL Apple Inc Technology Consumer Electronics 2579415 0.0057 167.04 57711165
MSFT Microsoft Corporation Technology Software - Infrastructure 3003904 0.0074 404.27 24082088
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: 10034.26
Total net P/L: 34.27 Total ROI: 0.34 %
CAGR: 0.06 % Max. DD: 37.47 %
System Score: 0.001 Sharpe Ratio: 0.203
Start Date: 2016-01-04 End Date: 2021-05-31
Total days: 1974
Commissions: 378.25 Comm.% P/L 91.69 %
Total Transactions: 316 Log. Linearity: 27.467 %
Total enabled Long enabled Short AAPL MSFT
Total Profit/Loss 412.52 -1256.28 1668.79 -6570.73 6983.25
Total Profit 14624.73 6696.60 7928.13 14930.35 16246.20
Total Loss 14212.21 7952.87 6259.34 21501.09 9262.95
Profit Factor 1.03 0.84 1.27 0.69 1.75
Trades 79 37 42 79 79
Winning Trades 52 24 28 34 55
Losing Trades 27 13 14 44 24
% Profitable 65.00 64.00 66.00 43.00 69.00
Profit/Loss Per Trade % 0.05 -0.30 0.35 -0.81 0.71
Profit Per Trade % 2.53 2.47 2.59 3.92 2.67
Loss Per Trade % 4.46 5.10 3.87 4.18 3.47
Days In Trade 968 453 515 968 968
Days In Trade (Avg. Per Trade) 12.25 12.24 12.26 12.25 12.25
% Days In Trade 49.04 22.95 26.09 49.04 49.04
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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.