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Model: Ratio
HQ Backtest PZZA vs YUM
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
PZZA Papa John's International Inc Consumer Cyclical Restaurants 1289 0.0468 39.32 1268078
YUM Yum! Brands Inc Consumer Cyclical Restaurants 42278 0.0185 152.27 2061774
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 60 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 25
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: 20461.12
Total net P/L: 10461.12 Total ROI: 104.61 %
CAGR: 12.88 % Max. DD: 43.97 %
System Score: 0.009 Sharpe Ratio: 1.270
Start Date: 2020-01-02 End Date: 2025-11-28
Total days: 2157
Commissions: 271.80 Comm.% P/L 2.53 %
Total Transactions: 208 Log. Linearity: 8.753 %
Total enabled Long enabled Short PZZA YUM
Total Profit/Loss 10732.92 9005.85 1727.07 3146.66 7586.26
Total Profit 38917.82 22028.04 16889.78 36893.40 20567.01
Total Loss 28184.90 13022.19 15162.71 33746.74 12980.75
Profit Factor 1.38 1.69 1.11 1.09 1.58
Trades 52 29 23 52 52
Winning Trades 36 21 15 34 30
Losing Trades 16 8 8 18 22
% Profitable 69.00 72.00 65.00 65.00 57.00
Profit/Loss Per Trade % 1.41 1.91 0.78 0.62 0.71
Profit Per Trade % 5.82 5.64 6.06 5.68 3.36
Loss Per Trade % 7.22 6.59 7.85 7.80 2.73
Days In Trade 876 476 400 876 876
Days In Trade (Avg. Per Trade) 16.85 16.41 17.39 16.85 16.85
% Days In Trade 40.61 22.07 18.54 40.61 40.61
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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.