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Model: Ratio
HQ Backtest JPM vs WFC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
JPM JPMorgan Chase & Co Financial Services Banks - Diversified 876841 0.018 322.1 8900181
WFC Wells Fargo & Company Financial Services Banks - Diversified 296989 0.0181 94.61 15641202
Entry Threshold: 1.80 Exit Threshold: 0.00 DT Threshold: 1.00
Max Duration: 30 Entry Mode: Downtick 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: 1000.00 Final Equity: 1296.12
Total net P/L: 296.12 Total ROI: 29.61 %
CAGR: 8.70 % Max. DD: 11.75 %
System Score: 5.379 Sharpe Ratio: 1.403
Start Date: 2023-01-02 End Date: 2026-02-10
Total days: 1135
Commissions: 120.00 Comm.% P/L 28.84 %
Total Transactions: 120 Log. Linearity: 85.196 %
Total enabled Long enabled Short JPM WFC
Total Profit/Loss 416.12 152.13 263.99 437.80 -21.68
Total Profit 638.64 259.58 379.06 695.25 624.67
Total Loss 222.52 107.45 115.07 257.45 646.35
Profit Factor 2.87 2.42 3.29 2.70 0.97
Trades 30 13 17 30 30
Winning Trades 25 10 15 17 20
Losing Trades 5 3 2 13 10
% Profitable 83.00 76.00 88.00 56.00 66.00
Profit/Loss Per Trade % 1.24 1.20 1.27 1.25 -0.20
Profit Per Trade % 2.35 2.50 2.25 3.66 2.81
Loss Per Trade % 4.01 2.98 5.58 1.77 5.63
Days In Trade 339 156 183 339 339
Days In Trade (Avg. Per Trade) 11.30 12.00 10.76 11.30 11.30
% Days In Trade 29.87 13.74 16.12 29.87 29.87
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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.