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Model: Ratio
HQ Backtest DOV vs IEX
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
DOV Dover Corporation Industrials Specialty Industrial Machinery 20072 0.0142 143.5 840900
IEX IDEX Corporation Industrials Specialty Industrial Machinery 15945 0.0121 209.94 452424
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 20 MA Type: SMA StdDev Period: 20
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: 10907.54
Total net P/L: 907.54 Total ROI: 9.08 %
CAGR: 2.94 % Max. DD: 21.11 %
System Score: 0.186 Sharpe Ratio: 0.452
Start Date: 2019-08-01 End Date: 2022-07-29
Total days: 1093
Commissions: 172.00 Comm.% P/L 15.93 %
Total Transactions: 172 Log. Linearity: 39.797 %
Total enabled Long enabled Short DOV IEX
Total Profit/Loss 1079.54 1395.99 -316.45 3600.35 -2520.81
Total Profit 7656.95 3191.15 4465.80 14162.72 8139.32
Total Loss 6577.41 1795.16 4782.25 10562.37 10660.13
Profit Factor 1.16 1.78 0.93 1.34 0.76
Trades 43 20 23 43 43
Winning Trades 28 14 14 26 18
Losing Trades 15 6 9 17 25
% Profitable 65.00 70.00 60.00 60.00 41.00
Profit/Loss Per Trade % 0.24 0.59 -0.07 0.63 -0.74
Profit Per Trade % 2.42 1.97 2.86 4.72 3.88
Loss Per Trade % 3.62 2.49 4.38 5.19 3.70
Days In Trade 645 284 361 645 645
Days In Trade (Avg. Per Trade) 15.00 14.20 15.70 15.00 15.00
% Days In Trade 59.01 25.98 33.03 59.01 59.01
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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.