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Model: Ratio
HQ Backtest FSBW vs HTH
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
FSBW FS Bancorp Inc Financial Services Banks - Regional 360 0.0235 46.03 15923
HTH Hilltop Holdings Inc Financial Services Banks - Regional 2090 0.0211 32.17 304188
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 7 Entry Mode: Uptick 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: 20787.82
Total net P/L: 10787.82 Total ROI: 107.88 %
CAGR: 13.37 % Max. DD: 19.52 %
System Score: 9.702 Sharpe Ratio: 1.699
Start Date: 2019-01-02 End Date: 2024-10-31
Total days: 2129
Commissions: 779.50 Comm.% P/L 6.74 %
Total Transactions: 336 Log. Linearity: 89.869 %
Total enabled Long enabled Short FSBW HTH
Total Profit/Loss 11567.32 3731.04 7836.28 4578.29 6989.03
Total Profit 24969.95 9874.55 15095.40 21665.75 24741.61
Total Loss 13402.63 6143.52 7259.12 17087.47 17752.58
Profit Factor 1.86 1.61 2.08 1.27 1.39
Trades 84 39 45 84 84
Winning Trades 48 21 27 43 44
Losing Trades 36 18 18 41 40
% Profitable 57.00 53.00 60.00 51.00 52.00
Profit/Loss Per Trade % 0.95 0.62 1.23 0.32 0.48
Profit Per Trade % 4.01 3.77 4.21 3.85 4.22
Loss Per Trade % 2.93 2.84 3.02 3.16 3.37
Days In Trade 636 282 354 636 636
Days In Trade (Avg. Per Trade) 7.57 7.23 7.87 7.57 7.57
% Days In Trade 29.87 13.25 16.63 29.87 29.87
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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.