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Model: Ratio
HQ Backtest FANG vs MRO
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
FANG Diamondback Energy Inc Energy NASDAQ 12320 0.84 97.75 125.61 1380000 2000000
MRO Marathon Oil Corporation Energy NYSE 12850 2.47 847.36 16.73 14460000 19360000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 20
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: 10559.37
Total net P/L: 559.37 Total ROI: 5.59 %
CAGR: 0.97 % Max. DD: 44.60 %
System Score: 0.013 Sharpe Ratio: 0.407
Start Date: 2016-01-04 End Date: 2021-08-31
Total days: 2066
Commissions: 619.59 Comm.% P/L 52.55 %
Total Transactions: 252 Log. Linearity: 23.530 %
Total enabled Long enabled Short FANG MRO
Total Profit/Loss 1178.96 3142.99 -1964.03 4031.93 -2852.97
Total Profit 12176.86 6671.60 5505.26 17510.30 17736.18
Total Loss 10997.90 3528.61 7469.29 13478.37 20589.15
Profit Factor 1.11 1.89 0.74 1.30 0.86
Trades 63 31 32 63 63
Winning Trades 43 22 21 31 35
Losing Trades 20 9 11 32 28
% Profitable 68.00 70.00 65.00 49.00 55.00
Profit/Loss Per Trade % 0.20 1.28 -0.83 0.38 -0.89
Profit Per Trade % 3.51 3.79 3.23 6.40 5.94
Loss Per Trade % 5.95 4.39 7.24 4.75 8.16
Days In Trade 891 417 474 891 891
Days In Trade (Avg. Per Trade) 14.14 13.45 14.81 14.14 14.14
% Days In Trade 43.13 20.18 22.94 43.13 43.13
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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.