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Model: Ratio
HQ Backtest HDB vs IBN
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
HDB HDFC Bank Limited ADR Financial Services Banks - Regional 183923 0.0105 35.87 4508707
IBN ICICI Bank Limited Financial Services Banks - Regional 109931 0.0084 30.71 4778076
Entry Threshold: 2.00 Exit Threshold: 0.00
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: 13517.93
Total net P/L: 3517.93 Total ROI: 35.18 %
CAGR: 5.23 % Max. DD: 32.33 %
System Score: 0.029 Sharpe Ratio: 0.938
Start Date: 2020-01-02 End Date: 2025-11-28
Total days: 2157
Commissions: 815.70 Comm.% P/L 18.82 %
Total Transactions: 328 Log. Linearity: 17.756 %
Total enabled Long enabled Short HDB IBN
Total Profit/Loss 4333.63 -1824.62 6158.25 6281.44 -1947.81
Total Profit 17371.90 7417.80 9954.10 21854.24 15382.21
Total Loss 13038.27 9242.42 3795.85 15572.80 17330.02
Profit Factor 1.33 0.80 2.62 1.40 0.89
Trades 82 43 39 82 82
Winning Trades 55 24 31 48 47
Losing Trades 27 19 8 34 35
% Profitable 67.00 55.00 79.00 58.00 57.00
Profit/Loss Per Trade % 0.45 -0.29 1.28 0.57 -0.32
Profit Per Trade % 2.72 2.72 2.72 3.82 2.83
Loss Per Trade % 3.91 3.85 4.05 3.77 4.09
Days In Trade 985 574 411 985 985
Days In Trade (Avg. Per Trade) 12.01 13.35 10.54 12.01 12.01
% Days In Trade 45.67 26.61 19.05 45.67 45.67
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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.