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Model: Ratio
HQ Backtest ADM vs BG
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
ADM Archer-Daniels-Midland Company Consumer Defensive Farm Products 31876 0.0312 66.33 3509092
BG Bunge Limited Consumer Defensive Farm Products 22403 0.0244 115.86 1808266
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: 18941.86
Total net P/L: 8941.86 Total ROI: 89.42 %
CAGR: 13.42 % Max. DD: 16.74 %
System Score: 9.836 Sharpe Ratio: 1.781
Start Date: 2021-01-04 End Date: 2026-01-30
Total days: 1852
Commissions: 359.12 Comm.% P/L 3.86 %
Total Transactions: 304 Log. Linearity: 90.169 %
Total enabled Long enabled Short ADM BG
Total Profit/Loss 9300.98 3368.64 5932.34 5839.76 3461.22
Total Profit 24129.56 12250.15 11879.41 30579.64 30137.24
Total Loss 14828.58 8881.51 5947.07 24739.88 26676.02
Profit Factor 1.63 1.38 2.00 1.24 1.13
Trades 76 42 34 76 76
Winning Trades 54 29 25 42 43
Losing Trades 22 13 9 34 33
% Profitable 71.00 69.00 73.00 55.00 56.00
Profit/Loss Per Trade % 0.87 0.58 1.24 0.34 0.26
Profit Per Trade % 2.84 2.65 3.05 4.41 4.41
Loss Per Trade % 3.66 3.78 3.49 4.35 4.72
Days In Trade 895 466 429 895 895
Days In Trade (Avg. Per Trade) 11.78 11.10 12.62 11.78 11.78
% Days In Trade 48.33 25.16 23.16 48.33 48.33
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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.