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Model: Ratio
HQ Backtest TXN vs ADSK
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
TXN Texas Instruments Incorporated Technology Semiconductors 166008 0.031 182.6 7592842
ADSK Autodesk Inc Technology Software - Application 65442 307.24 1599232
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: 34066.18
Total net P/L: 24066.18 Total ROI: 240.66 %
CAGR: 16.76 % Max. DD: 18.47 %
System Score: 15.308 Sharpe Ratio: 2.315
Start Date: 2018-01-02 End Date: 2025-11-28
Total days: 2887
Commissions: 344.11 Comm.% P/L 1.41 %
Total Transactions: 344 Log. Linearity: 97.021 %
Total enabled Long enabled Short TXN ADSK
Total Profit/Loss 24410.29 -725.58 25135.87 7147.20 17263.09
Total Profit 51961.38 16117.34 35844.04 38036.40 56226.14
Total Loss 27551.09 16842.92 10708.17 30889.20 38963.05
Profit Factor 1.89 0.96 3.35 1.23 1.44
Trades 86 37 49 86 86
Winning Trades 58 17 41 44 54
Losing Trades 28 20 8 42 32
% Profitable 67.00 45.00 83.00 51.00 62.00
Profit/Loss Per Trade % 1.46 -0.23 2.76 0.21 0.95
Profit Per Trade % 4.74 4.80 4.72 4.18 5.70
Loss Per Trade % 4.87 4.22 6.51 3.69 6.22
Days In Trade 1274 651 623 1274 1274
Days In Trade (Avg. Per Trade) 14.81 17.59 12.71 14.81 14.81
% Days In Trade 44.13 22.55 21.58 44.13 44.13
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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.