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Model: Ratio
HQ Backtest CFG vs KEY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
CFG Citizens Financial Group, Inc. Financial Services Banks - Regional 31129 0.0247 74.11 4693418
KEY KeyCorp Financial Services Banks - Regional 24646 0.0358 22.99 14256737
Entry Threshold: 2.30 Exit Threshold: 0.00
Max Duration: 21 Entry Mode: Uptick Reversals:
MA Period: 21 MA Type: EMA StdDev Period: 21
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: 14391.82
Total net P/L: 4391.82 Total ROI: 43.92 %
CAGR: 7.56 % Max. DD: 15.53 %
System Score: 2.926 Sharpe Ratio: 1.517
Start Date: 2020-09-01 End Date: 2025-08-29
Total days: 1823
Commissions: 589.69 Comm.% P/L 11.84 %
Total Transactions: 188 Log. Linearity: 72.871 %
Total enabled Long enabled Short CFG KEY
Total Profit/Loss 4981.51 3496.52 1484.99 12665.73 -7684.22
Total Profit 11549.80 5457.98 6091.82 24041.65 13973.88
Total Loss 6568.29 1961.46 4606.83 11375.92 21658.10
Profit Factor 1.76 2.78 1.32 2.11 0.65
Trades 47 20 27 47 47
Winning Trades 31 15 16 31 19
Losing Trades 16 5 11 16 27
% Profitable 65.00 75.00 59.00 65.00 40.00
Profit/Loss Per Trade % 0.87 1.39 0.48 1.85 -1.37
Profit Per Trade % 2.79 2.79 2.80 5.61 5.17
Loss Per Trade % 2.74 2.65 2.78 4.87 5.59
Days In Trade 671 282 389 671 671
Days In Trade (Avg. Per Trade) 14.28 14.10 14.41 14.28 14.28
% Days In Trade 36.81 15.47 21.34 36.81 36.81
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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.