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Model: Ratio
HQ Backtest BMO vs BNS
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BMO Bank of Montreal Financial Services Banks - Diversified 90828 0.0506 126.8 647928
BNS Bank of Nova Scotia Financial Services Banks - Diversified 79381 0.0675 63.89 1931342
Entry Threshold: 2.50 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 20 MA Type: SMA StdDev Period: 20
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10933.52
Total net P/L: 933.52 Total ROI: 9.34 %
CAGR: 3.02 % Max. DD: 6.04 %
System Score: 0.501 Sharpe Ratio: 1.003
Start Date: 2022-10-10 End Date: 2025-10-09
Total days: 1095
Commissions: 124.00 Comm.% P/L 11.73 %
Total Transactions: 124 Log. Linearity: 54.957 %
Total enabled Long enabled Short BMO BNS
Total Profit/Loss 1057.52 768.87 288.65 2825.73 -1768.21
Total Profit 2539.79 1162.60 1377.19 5481.45 1785.43
Total Loss 1482.27 393.73 1088.54 2655.72 3553.64
Profit Factor 1.71 2.95 1.27 2.06 0.50
Trades 31 16 15 31 31
Winning Trades 20 12 8 23 10
Losing Trades 11 4 7 8 21
% Profitable 64.00 75.00 53.00 74.00 32.00
Profit/Loss Per Trade % 0.33 0.46 0.19 0.82 -0.55
Profit Per Trade % 1.21 0.92 1.65 2.25 1.68
Loss Per Trade % 1.25 0.93 1.44 3.08 1.59
Days In Trade 513 287 226 513 513
Days In Trade (Avg. Per Trade) 16.55 17.94 15.07 16.55 16.55
% Days In Trade 46.85 26.21 20.64 46.85 46.85
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Trade Log
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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.