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Model: Ratio
HQ Backtest NOC vs LMT
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
NOC Northrop Grumman Corporation Industrials Aerospace & Defense 82561 0.0148 576.61 940308
LMT Lockheed Martin Corporation Industrials Aerospace & Defense 98284 0.0312 420.98 1550840
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 30 Entry Mode: Uptick Reversals:
MA Period: 20 MA Type: EMA StdDev Period: 15
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: 9715.89
Total net P/L: -284.11 Total ROI: -2.84 %
CAGR: -0.57 % Max. DD: 25.52 %
System Score: -0.004 Sharpe Ratio: 0.078
Start Date: 2020-01-02 End Date: 2025-01-31
Total days: 1856
Commissions: 288.00 Comm.% P/L 7400.17 %
Total Transactions: 288 Log. Linearity: 18.742 %
Total enabled Long enabled Short NOC LMT
Total Profit/Loss 3.89 -1.13 5.02 4127.89 -4124.00
Total Profit 9191.57 4489.15 4702.42 13617.96 8700.88
Total Loss 9187.68 4490.28 4697.40 9490.07 12824.88
Profit Factor 1.00 1.00 1.00 1.43 0.68
Trades 72 29 43 72 72
Winning Trades 49 20 29 47 37
Losing Trades 23 9 14 25 35
% Profitable 68.00 68.00 67.00 65.00 51.00
Profit/Loss Per Trade % -0.00 -0.03 0.02 0.50 -0.61
Profit Per Trade % 1.83 2.17 1.60 2.79 2.26
Loss Per Trade % 3.71 4.67 3.10 3.55 3.47
Days In Trade 1126 480 646 1126 1126
Days In Trade (Avg. Per Trade) 15.64 16.55 15.02 15.64 15.64
% Days In Trade 60.67 25.86 34.81 60.67 60.67
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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.