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Model: Ratio
HQ Backtest BLD vs MAS
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
BLD TopBuild Corp NYSE 2910 0 35.25 75.06 306021 507125
MAS Masco Corporation Capital goods NYSE 13030 1.51 311.61 43.31 3430000 3170000
Entry Threshold: 2.50 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: 15.0 Margin Req. 2: 15.0 High Leverage
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 50000.00 Final Equity: 72389.86
Total net P/L: 22389.86 Total ROI: 44.78 %
CAGR: 22.48 % Max. DD: 66.70 %
System Score: 0.125 Sharpe Ratio: 1.039
Start Date: 2020-01-02 End Date: 2021-10-29
Total days: 666
Commissions: 1406.02 Comm.% P/L 5.91 %
Total Transactions: 88 Log. Linearity: 17.707 %
Total enabled Long enabled Short BLD MAS
Total Profit/Loss 23795.88 48660.74 -24864.86 39413.17 -15617.29
Total Profit 128580.33 56252.62 72327.71 218418.87 131441.38
Total Loss 104784.45 7591.88 97192.57 179005.70 147058.67
Profit Factor 1.23 7.41 0.74 1.22 0.89
Trades 22 7 15 22 22
Winning Trades 14 6 8 14 9
Losing Trades 8 1 7 8 13
% Profitable 63.00 85.00 53.00 63.00 40.00
Profit/Loss Per Trade % 1.78 10.07 -1.87 1.57 -3.76
Profit Per Trade % 13.11 13.30 12.96 22.36 17.48
Loss Per Trade % 12.96 7.50 13.76 25.06 15.62
Days In Trade 286 81 205 286 286
Days In Trade (Avg. Per Trade) 13.00 11.57 13.67 13.00 13.00
% Days In Trade 42.94 12.16 30.78 42.94 42.94
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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.