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Model: Ratio
HQ Backtest COIN vs CME
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
CME CME Group Inc Financial Services Financial Data & Stock Exchanges 100788 0.018 279.5 2157442
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: 801.33
Total net P/L: -9198.67 Total ROI: -91.99 %
CAGR: -42.59 % Max. DD: 94.36 %
System Score: -30.376 Sharpe Ratio: -1.059
Start Date: 2021-06-15 End Date: 2025-12-31
Total days: 1660
Commissions: 758.15 Comm.% P/L 8.98 %
Total Transactions: 756 Log. Linearity: 89.345 %
Total enabled Long enabled Short COIN CME
Total Profit/Loss -8440.52 -3845.13 -4595.39 -11871.55 3431.02
Total Profit 29013.07 15767.78 13245.28 28391.44 9640.69
Total Loss 37453.59 19612.91 17840.67 40262.99 6209.66
Profit Factor 0.77 0.80 0.74 0.71 1.55
Trades 189 99 90 189 189
Winning Trades 124 65 59 122 104
Losing Trades 65 34 31 67 85
% Profitable 65.00 65.00 65.00 64.00 55.00
Profit/Loss Per Trade % -1.13 -0.17 -2.18 -1.38 0.18
Profit Per Trade % 4.22 4.65 3.75 4.19 1.41
Loss Per Trade % 9.34 8.19 10.62 9.42 1.28
Days In Trade 887 482 405 887 887
Days In Trade (Avg. Per Trade) 4.69 4.87 4.50 4.69 4.69
% Days In Trade 53.43 29.04 24.40 53.43 53.43
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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.