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Model: Ratio
HQ Backtest EFX vs TRU
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
EFX Equifax Inc Industrials Consulting Services 32753 0.0059 264.24 910445
TRU TransUnion Financial Services Financial Data & Stock Exchanges 18473 0.0044 94.78 1560777
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: 8715.19
Total net P/L: -1284.81 Total ROI: -12.85 %
CAGR: -4.50 % Max. DD: 44.23 %
System Score: -0.000 Sharpe Ratio: -0.305
Start Date: 2021-01-04 End Date: 2023-12-29
Total days: 1089
Commissions: 108.31 Comm.% P/L 9.21 %
Total Transactions: 108 Log. Linearity: 0.050 %
Total enabled Long enabled Short EFX TRU
Total Profit/Loss -1176.50 1671.48 -2847.98 -5322.61 4146.11
Total Profit 5677.98 2738.12 2939.86 5610.24 11496.07
Total Loss 6854.48 1066.64 5787.84 10932.85 7349.96
Profit Factor 0.83 2.57 0.51 0.51 1.56
Trades 27 10 17 27 27
Winning Trades 19 8 11 12 19
Losing Trades 8 2 6 15 8
% Profitable 70.00 80.00 64.00 44.00 70.00
Profit/Loss Per Trade % -0.47 1.33 -1.52 -1.95 1.13
Profit Per Trade % 2.63 2.85 2.46 3.86 5.21
Loss Per Trade % 6.91 4.49 7.73 6.12 7.38
Days In Trade 365 106 259 365 365
Days In Trade (Avg. Per Trade) 13.52 10.60 15.24 13.52 13.52
% Days In Trade 33.52 9.73 23.78 33.52 33.52
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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.