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Model: Residual
HQ Backtest PG vs COST
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
PG Procter & Gamble Company Consumer Defensive Household & Personal Products 388659 0.0248 165.75 7288248
COST Costco Wholesale Corp Consumer Defensive Discount Stores 424946 0.0052 957.77 2083186
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
Regression Per: 70
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 11456.33
Total net P/L: 1456.33 Total ROI: 14.56 %
CAGR: 14.56 % Max. DD: 1.82 %
System Score: 7.867 Sharpe Ratio: 2.459
Start Date: 2023-10-31 End Date: 2024-10-30
Total days: 365
Commissions: 28.00 Comm.% P/L 1.89 %
Total Transactions: 28 Log. Linearity: 81.441 %
Total enabled Long enabled Short PG COST
Total Profit/Loss 1484.33 307.83 1176.50 664.12 820.21
Total Profit 1484.33 307.83 1176.50 892.52 1070.77
Total Loss 0.00 0.00 0.00 228.40 250.56
Profit Factor 0.00 0.00 0.00 3.91 4.27
Trades 7 2 5 7 7
Winning Trades 7 2 5 5 4
Losing Trades 0 0 0 2 3
% Profitable 100.00 100.00 100.00 71.00 57.00
Profit/Loss Per Trade % 2.00 1.44 2.22 0.87 1.10
Profit Per Trade % 2.00 1.44 2.22 1.68 2.56
Loss Per Trade % 0.00 0.00 0.00 1.13 0.80
Days In Trade 90 10 80 90 90
Days In Trade (Avg. Per Trade) 12.86 5.00 16.00 12.86 12.86
% Days In Trade 24.66 2.74 21.92 24.66 24.66
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FB LN TW

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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.