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Model: Ratio
HQ Backtest COIN vs CBOE
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
COIN Coinbase Global Inc Financial Services Financial Data & Stock Exchanges 65028 241.15 11031084
CBOE Cboe Global Markets Inc Financial Services Financial Data & Stock Exchanges 28626 0.0096 273.55 849510
Entry Threshold: 1.10 Exit Threshold: 0.90
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 10 MA Type: EMA StdDev Period: 10
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: 1153.28
Total net P/L: -8846.72 Total ROI: -88.47 %
CAGR: -37.81 % Max. DD: 93.95 %
System Score: -28.686 Sharpe Ratio: -0.672
Start Date: 2021-06-15 End Date: 2025-12-31
Total days: 1660
Commissions: 776.76 Comm.% P/L 9.63 %
Total Transactions: 776 Log. Linearity: 91.208 %
Total enabled Long enabled Short COIN CBOE
Total Profit/Loss -8069.96 -4055.75 -4014.21 -11756.20 3686.24
Total Profit 35392.31 19234.52 16157.79 34424.11 11779.80
Total Loss 43462.28 23290.28 20172.00 46180.31 8093.56
Profit Factor 0.81 0.83 0.80 0.75 1.46
Trades 194 105 89 194 194
Winning Trades 128 71 57 123 108
Losing Trades 66 34 32 71 86
% Profitable 65.00 67.00 64.00 63.00 55.00
Profit/Loss Per Trade % -0.97 -0.18 -1.89 -1.21 0.20
Profit Per Trade % 4.31 4.50 4.07 4.36 1.65
Loss Per Trade % 9.51 8.55 10.54 9.21 1.57
Days In Trade 888 506 382 888 888
Days In Trade (Avg. Per Trade) 4.58 4.82 4.29 4.58 4.58
% Days In Trade 53.49 30.48 23.01 53.49 53.49
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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.