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Model: Ratio
HQ Backtest BMO vs RY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BMO Bank of Montreal Financial Services Banks - Diversified 73499 0.0462 100.73 923789
RY Royal Bank of Canada Financial Services Banks - Diversified 178284 0.0326 126.04 1042664
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: 10289.04
Total net P/L: 289.04 Total ROI: 2.89 %
CAGR: 19.64 % Max. DD: 0.55 %
System Score: 10.202 Sharpe Ratio: 1.671
Start Date: 2024-01-02 End Date: 2024-02-29
Total days: 58
Commissions: 12.00 Comm.% P/L 3.99 %
Total Transactions: 12 Log. Linearity: 80.387 %
Total enabled Long enabled Short BMO RY
Total Profit/Loss 301.04 129.62 171.42 69.76 231.28
Total Profit 307.76 136.34 171.42 69.76 249.30
Total Loss 6.72 6.72 0.00 0.00 18.02
Profit Factor 45.80 20.29 0.00 0.00 13.83
Trades 3 2 1 3 3
Winning Trades 2 1 1 3 2
Losing Trades 1 1 0 0 1
% Profitable 66.00 50.00 100.00 100.00 66.00
Profit/Loss Per Trade % 0.99 0.65 1.69 0.23 0.76
Profit Per Trade % 1.53 1.36 1.69 0.23 1.24
Loss Per Trade % 0.07 0.07 0.00 0.00 0.17
Days In Trade 17 11 6 17 17
Days In Trade (Avg. Per Trade) 5.67 5.50 6.00 5.67 5.67
% Days In Trade 29.31 18.97 10.34 29.31 29.31
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Trade Log
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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.