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Model: Ratio
HQ Backtest MSFT vs AMZN
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
MSFT Microsoft Corporation Technology Software - Infrastructure 2743545 0.0081 372.52 26765138
AMZN Amazon.com Inc Consumer Cyclical Internet Retail 1496777 0 146.88 56684536
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: 10891.20
Total net P/L: 891.20 Total ROI: 8.91 %
CAGR: 4.39 % Max. DD: 18.21 %
System Score: 0.807 Sharpe Ratio: 0.442
Start Date: 2021-01-04 End Date: 2022-12-30
Total days: 725
Commissions: 104.00 Comm.% P/L 10.45 %
Total Transactions: 104 Log. Linearity: 56.861 %
Total enabled Long enabled Short MSFT AMZN
Total Profit/Loss 995.20 1662.02 -666.83 -2712.30 3707.50
Total Profit 6195.30 1662.02 4533.28 4251.96 9757.49
Total Loss 5200.10 0.00 5200.10 6964.26 6050.00
Profit Factor 1.19 0.00 0.87 0.61 1.61
Trades 26 6 20 26 26
Winning Trades 18 6 12 8 16
Losing Trades 8 0 8 18 10
% Profitable 69.00 100.00 60.00 30.00 61.00
Profit/Loss Per Trade % 0.37 2.50 -0.26 -1.10 1.24
Profit Per Trade % 3.18 2.50 3.53 4.70 5.57
Loss Per Trade % 5.46 0.00 5.46 3.53 4.91
Days In Trade 284 54 230 284 284
Days In Trade (Avg. Per Trade) 10.92 9.00 11.50 10.92 10.92
% Days In Trade 39.17 7.45 31.72 39.17 39.17
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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.