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Model: Ratio
HQ Backtest ICLN vs CPB
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
ICLN iShares Global Clean Energy ETF 0 11.49 2869963
CPB Campbell Soup Company Common Stock Consumer Defensive Packaged Foods 11295 0.0412 37.5 2779780
Entry Threshold: 0.20 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
Inverted: CPB Transformed: ICLN A=1000.0 B=0.1
MA Period: 15 MA Type: EMA StdDev Period: 15
RSI Period: 6 RSI Threshold: 15
Margin Req. 1: 15.0 Margin Req. 2: 15.0 High Leverage
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 14363.31
Total net P/L: 4363.31 Total ROI: 43.63 %
CAGR: 106.72 % Max. DD: 33.19 %
System Score: 11.657 Sharpe Ratio: 0.925
Start Date: 2024-07-01 End Date: 2024-12-30
Total days: 182
Commissions: 486.53 Comm.% P/L 10.03 %
Total Transactions: 56 Log. Linearity: 47.803 %
Total enabled Long enabled Short ICLN CPB
Total Profit/Loss 4849.84 -338.71 5188.55 2351.94 2497.90
Total Profit 9317.98 2427.70 6890.28 5823.27 4914.48
Total Loss 4468.14 2766.41 1701.73 3471.33 2416.58
Profit Factor 2.09 0.88 4.05 1.68 2.03
Trades 14 6 8 14 14
Winning Trades 6 2 4 6 9
Losing Trades 8 4 4 8 4
% Profitable 42.00 33.00 50.00 42.00 64.00
Profit/Loss Per Trade % 2.95 -0.51 5.62 1.38 1.74
Profit Per Trade % 15.48 12.81 16.84 9.75 5.51
Loss Per Trade % 5.42 6.52 4.33 4.34 5.77
Days In Trade 153 64 89 153 153
Days In Trade (Avg. Per Trade) 10.93 10.67 11.12 10.93 10.93
% Days In Trade 84.07 35.16 48.90 84.07 84.07
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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.