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Model: Residual
HQ Backtest XOM vs CVX
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
XOM Exxon Mobil Corp Energy Oil & Gas Integrated 500937 0.0335 118.79 16225497
CVX Chevron Corp Energy Oil & Gas Integrated 311059 0.0441 155.58 8928928
Entry Threshold: 1.30 Exit Threshold: -1.30
Max Duration: 100 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10633.82
Total net P/L: 633.82 Total ROI: 6.34 %
CAGR: 0.90 % Max. DD: 11.33 %
System Score: 0.001 Sharpe Ratio: 0.475
Start Date: 2018-01-02 End Date: 2024-10-31
Total days: 2494
Commissions: 224.00 Comm.% P/L 26.11 %
Total Transactions: 224 Log. Linearity: 11.091 %
Total enabled Long disable Short XOM CVX
Total Profit/Loss 857.82 857.82 0.00 -3655.92 4513.74
Total Profit 3601.85 3601.85 0.00 4538.01 9257.44
Total Loss 2744.03 2744.03 0.00 8193.93 4743.70
Profit Factor 1.31 1.31 0.00 0.55 1.95
Trades 56 56 0 56 56
Winning Trades 41 41 0 27 37
Losing Trades 15 15 0 29 19
% Profitable 73.00 73.00 0.00 48.00 66.00
Profit/Loss Per Trade % 0.15 0.15 0.00 -0.73 0.73
Profit Per Trade % 0.87 0.87 0.00 1.64 2.42
Loss Per Trade % 1.78 1.78 0.00 2.74 2.41
Days In Trade 1191 1191 0 1191 1191
Days In Trade (Avg. Per Trade) 21.27 21.27 0.00 21.27 21.27
% Days In Trade 47.75 47.75 0.00 47.75 47.75
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Trade Log
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FB LN TW

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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.