Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In


×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Ratio
HQ Backtest RBBN vs CASA
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
RBBN Ribbon Communications Inc. NASDAQ 521.87 0 0 722036 6190000
CASA Casa Systems Inc NASDAQ 2530 0 57.12 21.15 774643 4350000
Entry Threshold: 3.00 Exit Threshold: 0.40
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: MAMA 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: 447518.68
Total net P/L: 437518.68 Total ROI: 4375.19 %
CAGR: 255.45 % Max. DD: 80.34 %
System Score: 164.257 Sharpe Ratio: 2.014
Start Date: 2019-01-02 End Date: 2021-12-31
Total days: 1094
Commissions: 37309.68 Comm.% P/L 7.86 %
Total Transactions: 84 Log. Linearity: 86.313 %
Total enabled Long enabled Short RBBN CASA
Total Profit/Loss 474828.36 582211.11 -107382.75 -83179.48 558007.84
Total Profit 668628.32 590489.04 78139.28 479981.59 783646.49
Total Loss 193799.95 8277.92 185522.03 563161.06 225638.65
Profit Factor 3.45 71.33 0.42 0.85 3.47
Trades 21 10 11 21 21
Winning Trades 14 9 5 16 14
Losing Trades 7 1 6 5 7
% Profitable 66.00 90.00 45.00 76.00 66.00
Profit/Loss Per Trade % 21.90 56.21 -2.71 0.00 0.00
Profit Per Trade % 56.47 65.37 41.63 33.07 44.62
Loss Per Trade % 20.96 6.48 23.56 46.52 40.19
Days In Trade 156 55 101 156 156
Days In Trade (Avg. Per Trade) 7.43 5.50 9.18 7.43 7.43
% Days In Trade 14.26 5.03 9.23 14.26 14.26
loading
Trade Log
loading
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.