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Model: Residual
HQ Backtest JPM vs BAC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
JPM JPMorgan Chase & Co Financial Services Banks - Diversified 872249 0.0177 317.21 9436986
BAC Bank of America Corp Financial Services Banks - Diversified 409382 0.0195 55.27 40913464
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 20
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 12539.61
Total net P/L: 2539.61 Total ROI: 25.40 %
CAGR: 8.59 % Max. DD: 6.16 %
System Score: 5.103 Sharpe Ratio: 1.570
Start Date: 2019-01-02 End Date: 2021-09-30
Total days: 1002
Commissions: 241.96 Comm.% P/L 8.70 %
Total Transactions: 168 Log. Linearity: 84.056 %
Total enabled Long enabled Short JPM BAC
Total Profit/Loss 2781.57 2022.60 758.97 201.50 2580.07
Total Profit 4588.30 2639.03 1949.27 8637.20 11138.41
Total Loss 1806.73 616.43 1190.30 8435.70 8558.34
Profit Factor 2.54 4.28 1.64 1.02 1.30
Trades 42 18 24 42 42
Winning Trades 33 14 19 24 22
Losing Trades 9 4 5 18 20
% Profitable 78.00 77.00 79.00 57.00 52.00
Profit/Loss Per Trade % 0.59 0.99 0.30 -0.02 0.37
Profit Per Trade % 1.24 1.66 0.93 3.18 4.38
Loss Per Trade % 1.73 1.34 2.05 4.04 3.77
Days In Trade 394 152 242 394 394
Days In Trade (Avg. Per Trade) 9.38 8.44 10.08 9.38 9.38
% Days In Trade 39.32 15.17 24.15 39.32 39.32
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Trade Log
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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.