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Model: Ratio
HQ Backtest PBR vs PBR.A
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
PBR Petroleo Brasileiro Petrobras SA ADR Energy Oil & Gas Integrated 78522 0.1842 12.6 18702761
PBR.A Petróleo Brasileiro S.A. - Petrobras Energy Oil & Gas Integrated 78522 0.1997 11.53 5923385
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 21 MA Type: EMA StdDev Period: 21
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: 14847.61
Total net P/L: 4847.61 Total ROI: 48.48 %
CAGR: 7.83 % Max. DD: 8.28 %
System Score: 6.848 Sharpe Ratio: 2.207
Start Date: 2017-01-02 End Date: 2022-03-31
Total days: 1914
Commissions: 1385.03 Comm.% P/L 22.22 %
Total Transactions: 236 Log. Linearity: 95.635 %
Total enabled Long enabled Short PBR PBR.A
Total Profit/Loss 6232.64 3314.78 2917.86 -8440.15 14672.79
Total Profit 8858.12 4406.61 4451.50 18576.64 30179.07
Total Loss 2625.48 1091.84 1533.64 27016.79 15506.28
Profit Factor 3.37 4.04 2.90 0.69 1.95
Trades 59 30 29 59 59
Winning Trades 48 24 24 26 39
Losing Trades 11 6 5 33 20
% Profitable 81.00 80.00 82.00 44.00 66.00
Profit/Loss Per Trade % 0.87 0.86 0.87 -1.34 1.34
Profit Per Trade % 1.54 1.50 1.57 6.02 6.08
Loss Per Trade % 1.98 1.60 2.44 6.42 6.53
Days In Trade 650 334 316 650 650
Days In Trade (Avg. Per Trade) 11.02 11.13 10.90 11.02 11.02
% Days In Trade 33.96 17.45 16.51 33.96 33.96
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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.