Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In

Forgot Username?
Forgot Password?
×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Ratio
HQ Backtest GS vs MS
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
GS Goldman Sachs Group Inc Financial Services Capital Markets 291218 0.0143 962 2218498
MS Morgan Stanley Financial Services Capital Markets 301851 0.0205 189.09 5899884
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
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: 16360.00
Total net P/L: 6360.00 Total ROI: 63.60 %
CAGR: 10.36 % Max. DD: 21.72 %
System Score: 5.540 Sharpe Ratio: 1.909
Start Date: 2021-01-04 End Date: 2025-12-31
Total days: 1822
Commissions: 316.00 Comm.% P/L 4.73 %
Total Transactions: 316 Log. Linearity: 81.156 %
Total enabled Long enabled Short GS MS
Total Profit/Loss 6676.00 2584.59 4091.41 552.15 6123.85
Total Profit 15896.59 6532.34 9364.25 20525.47 23759.67
Total Loss 9220.59 3947.75 5272.84 19973.32 17635.82
Profit Factor 1.72 1.65 1.78 1.03 1.35
Trades 79 34 45 79 79
Winning Trades 61 26 35 42 53
Losing Trades 18 8 10 37 26
% Profitable 77.00 76.00 77.00 53.00 67.00
Profit/Loss Per Trade % 0.66 0.62 0.69 -0.34 0.76
Profit Per Trade % 2.06 2.02 2.09 3.55 3.69
Loss Per Trade % 3.83 3.67 3.96 4.42 4.81
Days In Trade 806 342 464 806 806
Days In Trade (Avg. Per Trade) 10.20 10.06 10.31 10.20 10.20
% Days In Trade 44.24 18.77 25.47 44.24 44.24
loading
Trade Log
loading
FB LN TW

© 2011 - 2026 Quantverse OÜ. All Rights Reserved.

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.