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Model: Ratio
HQ Backtest RBBN vs CASA
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
RBBN Ribbon Communications Inc Communication Services Telecom Services 451 2.61 431223
CASA Casa Systems Inc Technology Communication Equipment 3 0.0068 779863
Entry Threshold: 3.00 Exit Threshold: 1.00
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: 10.0 Margin Req. 2: 10.0 High Leverage
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 958725.97
Total net P/L: 948725.97 Total ROI: 9487.26 %
CAGR: 358.32 % Max. DD: 74.89 %
System Score: 277.791 Sharpe Ratio: 2.102
Start Date: 2019-01-02 End Date: 2021-12-31
Total days: 1094
Commissions: 67744.23 Comm.% P/L 6.66 %
Total Transactions: 96 Log. Linearity: 91.865 %
Total enabled Long enabled Short RBBN CASA
Total Profit/Loss 1016470.20 965077.87 51392.33 500320.22 516149.99
Total Profit 1196323.67 983128.58 213195.08 792542.30 830167.45
Total Loss 179853.46 18050.72 161802.75 292222.08 314017.46
Profit Factor 6.65 54.46 1.32 2.71 2.64
Trades 24 11 13 24 24
Winning Trades 20 10 10 18 17
Losing Trades 4 1 3 6 7
% Profitable 83.00 90.00 76.00 75.00 70.00
Profit/Loss Per Trade % 22.98 49.28 4.38 13.04 -6.74
Profit Per Trade % 39.03 56.43 23.57 29.62 32.93
Loss Per Trade % 28.68 6.48 37.07 22.81 40.63
Days In Trade 130 40 90 130 130
Days In Trade (Avg. Per Trade) 5.42 3.64 6.92 5.42 5.42
% Days In Trade 11.88 3.66 8.23 11.88 11.88
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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.