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Model: Ratio
HQ Backtest BK vs WFC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BK The Bank of New York Mellon Corporation Financial Services Banks - Diversified 81388 0.0169 116.71 3672433
WFC Wells Fargo & Company Financial Services Banks - Diversified 257750 0.0203 82.11 15629662
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 22 MA Type: EMA StdDev Period: 22
RSI Period: 22 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: 12516.94
Total net P/L: 2516.94 Total ROI: 25.17 %
CAGR: 4.11 % Max. DD: 31.28 %
System Score: 0.007 Sharpe Ratio: 0.770
Start Date: 2020-08-03 End Date: 2026-02-27
Total days: 2034
Commissions: 323.62 Comm.% P/L 11.39 %
Total Transactions: 252 Log. Linearity: 12.170 %
Total enabled Long enabled Short BK WFC
Total Profit/Loss 2840.56 -176.82 3017.38 5694.39 -2853.83
Total Profit 13883.38 5428.44 8454.94 17069.66 19917.15
Total Loss 11042.82 5605.26 5437.56 11375.27 22770.98
Profit Factor 1.26 0.97 1.55 1.50 0.87
Trades 63 33 30 63 63
Winning Trades 38 18 20 34 33
Losing Trades 25 15 10 29 30
% Profitable 60.00 54.00 66.00 53.00 52.00
Profit/Loss Per Trade % 0.40 -0.05 0.89 0.67 -0.54
Profit Per Trade % 3.06 2.56 3.51 4.04 4.87
Loss Per Trade % 3.43 3.01 4.07 3.03 5.98
Days In Trade 943 503 440 943 943
Days In Trade (Avg. Per Trade) 14.97 15.24 14.67 14.97 14.97
% Days In Trade 46.36 24.73 21.63 46.36 46.36
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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.