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Model: Ratio
HQ Backtest ITT vs MIDD
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
ITT ITT Inc Industrials Specialty Industrial Machinery 5636 0.0162 68.15 551684
MIDD Middleby Corp Industrials Specialty Industrial Machinery 7039 0 130.63 516304
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: 8890.89
Total net P/L: -1109.11 Total ROI: -11.09 %
CAGR: -3.85 % Max. DD: 44.53 %
System Score: -0.012 Sharpe Ratio: 0.007
Start Date: 2019-08-01 End Date: 2022-07-29
Total days: 1093
Commissions: 160.44 Comm.% P/L 16.91 %
Total Transactions: 160 Log. Linearity: 14.413 %
Total enabled Long enabled Short ITT MIDD
Total Profit/Loss -948.67 342.87 -1291.54 2075.12 -3023.79
Total Profit 7332.91 3534.44 3798.47 10519.56 8511.31
Total Loss 8281.58 3191.57 5090.01 8444.44 11535.10
Profit Factor 0.89 1.11 0.75 1.25 0.74
Trades 40 20 20 40 40
Winning Trades 26 13 13 25 18
Losing Trades 14 7 7 15 22
% Profitable 65.00 65.00 65.00 62.00 45.00
Profit/Loss Per Trade % -0.24 0.05 -0.53 0.59 -1.23
Profit Per Trade % 3.44 3.25 3.62 5.01 5.42
Loss Per Trade % 6.16 5.41 6.91 5.99 5.97
Days In Trade 610 325 285 610 610
Days In Trade (Avg. Per Trade) 15.25 16.25 14.25 15.25 15.25
% Days In Trade 55.81 29.73 26.08 55.81 55.81
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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.