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Model: Ratio
HQ Backtest ITW vs IEX
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
ITW Illinois Tool Works Inc Industrials Specialty Industrial Machinery 55933 0.0265 186.95 1110309
IEX IDEX Corporation Industrials Specialty Industrial Machinery 15084 0.012 205.09 433296
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: 11507.55
Total net P/L: 1507.55 Total ROI: 15.08 %
CAGR: 4.80 % Max. DD: 26.70 %
System Score: 1.237 Sharpe Ratio: 0.636
Start Date: 2019-08-01 End Date: 2022-07-29
Total days: 1093
Commissions: 164.00 Comm.% P/L 9.81 %
Total Transactions: 164 Log. Linearity: 63.629 %
Total enabled Long enabled Short ITW IEX
Total Profit/Loss 1671.55 2147.56 -476.01 1771.52 -99.97
Total Profit 6515.58 4132.80 2382.78 10163.38 8297.59
Total Loss 4844.03 1985.24 2858.79 8391.86 8397.56
Profit Factor 1.35 2.08 0.83 1.21 0.99
Trades 41 22 19 41 41
Winning Trades 24 14 10 22 20
Losing Trades 17 8 9 19 21
% Profitable 58.00 63.00 52.00 53.00 48.00
Profit/Loss Per Trade % 0.38 0.95 -0.28 0.35 -0.22
Profit Per Trade % 2.53 2.81 2.14 4.31 3.70
Loss Per Trade % 2.50 2.20 2.78 3.93 3.65
Days In Trade 582 293 289 582 582
Days In Trade (Avg. Per Trade) 14.20 13.32 15.21 14.20 14.20
% Days In Trade 53.25 26.81 26.44 53.25 53.25
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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.