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Model: Ratio
HQ Backtest LEVI vs RL
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
LEVI Levi Strauss & Co Class A Consumer Cyclical Apparel Manufacturing 7596 0.0272 19.11 2384149
RL Ralph Lauren Corp Class A Consumer Cyclical Apparel Manufacturing 11377 0.0182 181.58 909309
Entry Threshold: 2.70 Exit Threshold: 1.00
Max Duration: 40 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: 5000.00 Final Equity: 8653.19
Total net P/L: 3653.19 Total ROI: 73.06 %
CAGR: 11.38 % Max. DD: 17.36 %
System Score: 7.655 Sharpe Ratio: 1.668
Start Date: 2019-05-29 End Date: 2024-06-28
Total days: 1857
Commissions: 292.11 Comm.% P/L 7.40 %
Total Transactions: 184 Log. Linearity: 87.610 %
Total enabled Long enabled Short LEVI RL
Total Profit/Loss 3945.30 142.38 3802.92 6352.08 -2406.78
Total Profit 7799.62 2261.16 5538.46 10471.92 4152.92
Total Loss 3854.32 2118.78 1735.54 4119.84 6559.70
Profit Factor 2.02 1.07 3.19 2.54 0.63
Trades 46 18 28 46 46
Winning Trades 33 11 22 30 23
Losing Trades 13 7 6 16 23
% Profitable 71.00 61.00 78.00 65.00 50.00
Profit/Loss Per Trade % 1.29 0.30 1.92 1.72 -0.55
Profit Per Trade % 3.32 2.74 3.62 4.65 2.57
Loss Per Trade % 3.60 3.35 3.91 3.40 3.53
Days In Trade 264 134 130 264 264
Days In Trade (Avg. Per Trade) 5.74 7.44 4.64 5.74 5.74
% Days In Trade 14.22 7.22 7.00 14.22 14.22
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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.