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Model: Ratio
HQ Backtest EA vs CMCSA
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
EA Electronic Arts Inc Communication Services Electronic Gaming & Multimedia 39040 0.0048 153.53 3010969
CMCSA Comcast Corp Communication Services Telecom Services 134376 0.037 35.44 22988211
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: 18455.16
Total net P/L: 8455.16 Total ROI: 84.55 %
CAGR: 11.79 % Max. DD: 27.37 %
System Score: 2.504 Sharpe Ratio: 1.379
Start Date: 2020-01-02 End Date: 2025-06-30
Total days: 2006
Commissions: 443.12 Comm.% P/L 4.98 %
Total Transactions: 316 Log. Linearity: 59.653 %
Total enabled Long enabled Short EA CMCSA
Total Profit/Loss 8898.28 -2163.46 11061.74 1369.71 7528.57
Total Profit 27287.16 9541.48 17745.68 22483.93 25392.79
Total Loss 18388.88 11704.94 6683.94 21114.22 17864.22
Profit Factor 1.48 0.82 2.65 1.06 1.42
Trades 79 30 49 79 79
Winning Trades 56 18 38 45 53
Losing Trades 23 12 11 34 26
% Profitable 70.00 60.00 77.00 56.00 67.00
Profit/Loss Per Trade % 0.82 -0.51 1.64 0.13 0.57
Profit Per Trade % 3.40 3.68 3.26 3.41 3.20
Loss Per Trade % 5.01 6.20 3.72 3.90 4.42
Days In Trade 956 410 546 956 956
Days In Trade (Avg. Per Trade) 12.10 13.67 11.14 12.10 12.10
% Days In Trade 47.66 20.44 27.22 47.66 47.66
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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.