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Model: Ratio
HQ Backtest WMT vs TGT
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
WMT Walmart Inc. Common Stock Consumer Defensive Discount Stores 930432 0.0079 116.7 18887201
TGT Target Corporation Consumer Defensive Discount Stores 44118 0.0464 97.09 7727364
Entry Threshold: 2.00 Exit Threshold: 0.40
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: 10415.29
Total net P/L: 415.29 Total ROI: 4.15 %
CAGR: 0.69 % Max. DD: 51.16 %
System Score: 0.022 Sharpe Ratio: 0.363
Start Date: 2020-01-02 End Date: 2025-11-28
Total days: 2157
Commissions: 357.55 Comm.% P/L 46.26 %
Total Transactions: 356 Log. Linearity: 31.719 %
Total enabled Long enabled Short WMT TGT
Total Profit/Loss 772.84 116.17 656.67 -5033.84 5806.68
Total Profit 15958.28 6241.01 9717.26 7515.68 20224.00
Total Loss 15185.44 6124.85 9060.59 12549.52 14417.32
Profit Factor 1.05 1.02 1.07 0.60 1.40
Trades 89 33 56 89 89
Winning Trades 55 19 36 45 55
Losing Trades 34 14 20 44 34
% Profitable 61.00 57.00 64.00 50.00 61.00
Profit/Loss Per Trade % 0.10 -0.25 0.31 -0.62 0.59
Profit Per Trade % 3.83 4.36 3.55 2.32 4.76
Loss Per Trade % 5.37 5.86 5.02 3.48 5.50
Days In Trade 948 358 590 948 948
Days In Trade (Avg. Per Trade) 10.65 10.85 10.54 10.65 10.65
% Days In Trade 43.95 16.60 27.35 43.95 43.95
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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.