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Model: Ratio
HQ Backtest PM vs MO
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
PM Philip Morris International Inc Consumer Defensive Tobacco 253125 0.0348 162.61 6103070
MO Altria Group Consumer Defensive Tobacco 96644 0.073 57.53 8992965
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 20 MA Type: EMA StdDev Period: 20
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: 10566.11
Total net P/L: 566.11 Total ROI: 5.66 %
CAGR: 1.11 % Max. DD: 23.43 %
System Score: 0.098 Sharpe Ratio: 0.334
Start Date: 2021-01-04 End Date: 2025-12-31
Total days: 1822
Commissions: 240.72 Comm.% P/L 29.84 %
Total Transactions: 232 Log. Linearity: 44.480 %
Total enabled Long enabled Short PM MO
Total Profit/Loss 806.83 2071.99 -1265.16 -5044.65 5851.48
Total Profit 10216.79 4769.54 5447.25 7369.68 12966.53
Total Loss 9409.96 2697.55 6712.41 12414.33 7115.05
Profit Factor 1.09 1.77 0.81 0.59 1.82
Trades 58 25 33 58 58
Winning Trades 39 20 19 28 39
Losing Trades 19 5 14 30 18
% Profitable 67.00 80.00 57.00 48.00 67.00
Profit/Loss Per Trade % 0.14 0.85 -0.40 -0.88 0.91
Profit Per Trade % 2.57 2.39 2.75 2.56 3.24
Loss Per Trade % 4.50 4.96 4.34 3.84 3.75
Days In Trade 785 308 477 785 785
Days In Trade (Avg. Per Trade) 13.53 12.32 14.45 13.53 13.53
% Days In Trade 43.08 16.90 26.18 43.08 43.08
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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.