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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: 20 Entry Mode: Uptick Reversals:
MA Period: 20 MA Type: SMA StdDev Period: 20
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 15.0 Margin Req. 2: 15.0 High Leverage
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 916043.13
Total net P/L: 906043.13 Total ROI: 9060.43 %
CAGR: 116.95 % Max. DD: 51.84 %
System Score: 104.989 Sharpe Ratio: 3.041
Start Date: 2019-01-02 End Date: 2024-10-31
Total days: 2129
Commissions: 32942.75 Comm.% P/L 3.51 %
Total Transactions: 296 Log. Linearity: 96.468 %
Total enabled Long enabled Short FSBW HTH
Total Profit/Loss 938985.88 477094.64 461891.24 1000131.12 -61145.24
Total Profit 1545855.52 548261.91 997593.61 1494701.66 997389.61
Total Loss 606869.64 71167.27 535702.37 494570.53 1058534.85
Profit Factor 2.55 7.70 1.86 3.02 0.94
Trades 74 34 40 74 74
Winning Trades 56 26 30 47 40
Losing Trades 18 8 10 27 34
% Profitable 75.00 76.00 75.00 63.00 54.00
Profit/Loss Per Trade % 6.54 5.70 7.27 0.20 2.71
Profit Per Trade % 14.43 12.18 16.41 13.05 17.66
Loss Per Trade % 13.66 11.89 15.10 13.69 11.63
Days In Trade 1005 430 575 1005 1005
Days In Trade (Avg. Per Trade) 13.58 12.65 14.38 13.58 13.58
% Days In Trade 47.21 20.20 27.01 47.21 47.21
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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.