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Model: Ratio
HQ Backtest CRI vs UTG
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
CRI Carter’s Inc Consumer Cyclical Apparel Retail 2785 0.0411 73.04 691347
UTG Reaves Utility IF Financial Services Asset Management 2345 0.0606 29.84 231160
Entry Threshold: 2.30 Exit Threshold: 0.00
Max Duration: 21 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: 25907.76
Total net P/L: 15907.76 Total ROI: 159.08 %
CAGR: 13.07 % Max. DD: 51.35 %
System Score: 0.517 Sharpe Ratio: 2.004
Start Date: 2015-01-02 End Date: 2022-09-30
Total days: 2828
Commissions: 402.88 Comm.% P/L 2.47 %
Total Transactions: 292 Log. Linearity: 34.075 %
Total enabled Long enabled Short CRI UTG
Total Profit/Loss 16310.64 5733.20 10577.44 9001.53 7309.11
Total Profit 27804.23 12757.36 15046.87 21310.64 14064.05
Total Loss 11493.59 7024.16 4469.43 12309.11 6754.94
Profit Factor 2.42 1.82 3.37 1.73 2.08
Trades 73 39 34 73 73
Winning Trades 55 29 26 49 46
Losing Trades 18 10 8 24 27
% Profitable 75.00 74.00 76.00 67.00 63.00
Profit/Loss Per Trade % 1.37 0.66 2.18 0.16 1.13
Profit Per Trade % 4.45 3.90 5.07 3.45 3.28
Loss Per Trade % 7.37 8.02 6.56 6.08 2.37
Days In Trade 1031 568 463 1031 1031
Days In Trade (Avg. Per Trade) 14.12 14.56 13.62 14.12 14.12
% Days In Trade 36.46 20.08 16.37 36.46 36.46
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Trade Log
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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.