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Model: Residual
HQ Backtest AMZN vs REGN
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
AMZN Amazon.com Inc Consumer Cyclical Internet Retail 2418020 226.19 46517411
REGN Regeneron Pharmaceuticals Inc Healthcare Biotechnology 78567 0.0035 741.29 1134748
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 6819.04
Total net P/L: -3180.96 Total ROI: -31.81 %
CAGR: -6.27 % Max. DD: 64.97 %
System Score: -0.072 Sharpe Ratio: -0.256
Start Date: 2020-01-02 End Date: 2025-11-28
Total days: 2157
Commissions: 344.00 Comm.% P/L 12.13 %
Total Transactions: 344 Log. Linearity: 22.518 %
Total enabled Long enabled Short AMZN REGN
Total Profit/Loss -2836.96 -3110.92 273.96 -2113.44 -723.52
Total Profit 14350.12 5241.11 9109.02 11162.57 12161.50
Total Loss 17187.08 8352.03 8835.05 13276.01 12885.02
Profit Factor 0.83 0.63 1.03 0.84 0.94
Trades 86 36 50 86 86
Winning Trades 48 19 29 52 49
Losing Trades 38 17 21 34 37
% Profitable 55.00 52.00 58.00 60.00 56.00
Profit/Loss Per Trade % -0.38 -1.09 0.13 -0.37 -0.09
Profit Per Trade % 4.56 4.26 4.77 3.15 3.54
Loss Per Trade % 6.12 6.54 5.78 5.32 4.60
Days In Trade 906 347 559 906 906
Days In Trade (Avg. Per Trade) 10.53 9.64 11.18 10.53 10.53
% Days In Trade 42.00 16.09 25.92 42.00 42.00
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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.