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Model: Ratio
HQ Backtest CME vs COIN
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
CME CME Group Inc Financial Services Financial Data & Stock Exchanges 100788 0.018 279.5 2157442
COIN Coinbase Global Inc Financial Services Financial Data & Stock Exchanges 65028 241.15 11031084
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: 759.22
Total net P/L: -9240.78 Total ROI: -92.41 %
CAGR: -43.27 % Max. DD: 94.46 %
System Score: -28.752 Sharpe Ratio: -1.086
Start Date: 2021-06-15 End Date: 2025-12-31
Total days: 1660
Commissions: 752.55 Comm.% P/L 8.87 %
Total Transactions: 748 Log. Linearity: 87.262 %
Total enabled Long enabled Short CME COIN
Total Profit/Loss -8488.23 -6857.07 -1631.16 3548.45 -12036.68
Total Profit 32024.64 13732.58 18292.06 10017.28 30937.32
Total Loss 40512.87 20589.65 19923.22 6468.83 42974.00
Profit Factor 0.79 0.67 0.92 1.55 0.72
Trades 187 89 98 187 187
Winning Trades 121 58 63 105 120
Losing Trades 66 31 35 82 67
% Profitable 64.00 65.00 64.00 56.00 64.00
Profit/Loss Per Trade % -1.18 -2.41 -0.05 0.19 -1.43
Profit Per Trade % 4.36 3.86 4.82 1.37 4.26
Loss Per Trade % 9.30 11.16 7.67 1.28 9.45
Days In Trade 874 401 473 874 874
Days In Trade (Avg. Per Trade) 4.67 4.51 4.83 4.67 4.67
% Days In Trade 52.65 24.16 28.49 52.65 52.65
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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.