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Model: Ratio
HQ Backtest DEO vs BF.A
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
DEO Diageo PLC ADR Consumer Defensive Beverages - Wineries & Distilleries 60013 0.0389 106.44 930591
BF.A Brown-Forman Corporation Consumer Defensive Beverages - Wineries & Distilleries 16391 0.0264 34.35 124411
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 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: 14852.12
Total net P/L: 4852.12 Total ROI: 48.52 %
CAGR: 7.96 % Max. DD: 17.96 %
System Score: 1.718 Sharpe Ratio: 1.146
Start Date: 2020-01-02 End Date: 2025-02-28
Total days: 1884
Commissions: 334.43 Comm.% P/L 6.45 %
Total Transactions: 300 Log. Linearity: 59.971 %
Total enabled Long enabled Short DEO BF.A
Total Profit/Loss 5186.55 4152.99 1033.56 2241.30 2945.25
Total Profit 19715.66 10273.61 9442.05 14943.04 21006.30
Total Loss 14529.11 6120.62 8408.49 12701.74 18061.04
Profit Factor 1.36 1.68 1.12 1.18 1.16
Trades 75 36 39 75 75
Winning Trades 51 25 26 43 44
Losing Trades 24 11 13 32 31
% Profitable 68.00 69.00 66.00 57.00 58.00
Profit/Loss Per Trade % 0.56 0.81 0.33 0.13 0.33
Profit Per Trade % 2.82 2.95 2.70 2.44 3.44
Loss Per Trade % 3.99 3.84 4.13 2.85 3.81
Days In Trade 919 437 482 919 919
Days In Trade (Avg. Per Trade) 12.25 12.14 12.36 12.25 12.25
% Days In Trade 48.78 23.20 25.58 48.78 48.78
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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.