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Model: Ratio
HQ Backtest RY vs TD
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
RY Royal Bank of Canada Financial Services Banks - Diversified 208586 0.0401 147.78 1200683
TD Toronto Dominion Bank Financial Services Banks - Diversified 138337 0.0515 81 2019576
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: 14123.98
Total net P/L: 4123.98 Total ROI: 41.24 %
CAGR: 6.49 % Max. DD: 9.86 %
System Score: 3.725 Sharpe Ratio: 2.071
Start Date: 2016-01-04 End Date: 2021-06-30
Total days: 2004
Commissions: 343.51 Comm.% P/L 7.69 %
Total Transactions: 324 Log. Linearity: 83.103 %
Total enabled Long enabled Short RY TD
Total Profit/Loss 4467.49 2066.35 2401.14 7884.08 -3416.59
Total Profit 7500.79 3905.23 3595.56 17006.25 11780.78
Total Loss 3033.30 1838.88 1194.42 9122.17 15197.37
Profit Factor 2.47 2.12 3.01 1.86 0.78
Trades 81 38 43 81 81
Winning Trades 59 29 30 48 42
Losing Trades 22 9 13 33 39
% Profitable 72.00 76.00 69.00 59.00 51.00
Profit/Loss Per Trade % 0.46 0.46 0.47 0.76 -0.50
Profit Per Trade % 1.10 1.16 1.04 3.01 2.36
Loss Per Trade % 1.20 1.74 0.82 2.35 3.28
Days In Trade 998 465 533 998 998
Days In Trade (Avg. Per Trade) 12.32 12.24 12.40 12.32 12.32
% Days In Trade 49.80 23.20 26.60 49.80 49.80
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Trade Log
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FB LN TW

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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.