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Model: Ratio
HQ Backtest CMS vs FE
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
CMS CMS Energy Corporation Utilities Utilities - Regulated Electric 23527 0.0284 76.78 2495047
FE FirstEnergy Corporation Utilities Utilities - Regulated Electric 29253 0.0349 50.64 4521369
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 20 MA Type: SMA 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: 13197.56
Total net P/L: 3197.56 Total ROI: 31.98 %
CAGR: 5.62 % Max. DD: 20.64 %
System Score: 3.741 Sharpe Ratio: 1.248
Start Date: 2021-01-04 End Date: 2026-01-30
Total days: 1852
Commissions: 314.51 Comm.% P/L 8.96 %
Total Transactions: 264 Log. Linearity: 87.313 %
Total enabled Long enabled Short CMS FE
Total Profit/Loss 3512.07 -371.77 3883.84 2093.44 1418.63
Total Profit 10028.06 4626.13 5401.93 10712.19 10910.11
Total Loss 6515.99 4997.90 1518.09 8618.75 9491.48
Profit Factor 1.54 0.93 3.56 1.24 1.15
Trades 66 35 31 66 66
Winning Trades 47 23 24 36 38
Losing Trades 19 12 7 30 28
% Profitable 71.00 65.00 77.00 54.00 57.00
Profit/Loss Per Trade % 0.47 -0.14 1.15 0.18 0.19
Profit Per Trade % 2.00 1.87 2.12 2.75 2.71
Loss Per Trade % 3.18 3.82 2.10 2.77 3.04
Days In Trade 930 516 414 930 930
Days In Trade (Avg. Per Trade) 14.09 14.74 13.35 14.09 14.09
% Days In Trade 50.22 27.86 22.35 50.22 50.22
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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.