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Model: Ratio
HQ Backtest IDA vs FTS
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IDA IDACORP Inc Utilities Utilities - Regulated Electric 6293 0.0293 116.33 328291
FTS Fortis Inc Utilities Utilities - Regulated Electric 24443 0.0353 49.76 628409
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: 28275.46
Total net P/L: 18275.46 Total ROI: 182.75 %
CAGR: 22.31 % Max. DD: 15.74 %
System Score: 19.783 Sharpe Ratio: 3.258
Start Date: 2020-01-02 End Date: 2025-02-28
Total days: 1884
Commissions: 592.45 Comm.% P/L 3.14 %
Total Transactions: 344 Log. Linearity: 96.074 %
Total enabled Long enabled Short IDA FTS
Total Profit/Loss 18867.91 13552.64 5315.27 12181.49 6686.42
Total Profit 29086.95 16390.67 12696.28 29476.95 20501.26
Total Loss 10219.04 2838.03 7381.01 17295.46 13814.84
Profit Factor 2.85 5.78 1.72 1.70 1.48
Trades 86 47 39 86 86
Winning Trades 73 40 33 56 50
Losing Trades 13 7 6 30 36
% Profitable 84.00 85.00 84.00 65.00 58.00
Profit/Loss Per Trade % 1.25 1.55 0.89 0.86 0.33
Profit Per Trade % 2.17 2.27 2.04 2.86 2.04
Loss Per Trade % 3.64 2.39 5.12 2.68 1.95
Days In Trade 829 406 423 829 829
Days In Trade (Avg. Per Trade) 9.64 8.64 10.85 9.64 9.64
% Days In Trade 44.00 21.55 22.45 44.00 44.00
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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.