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Model: Ratio
HQ Backtest JPM vs GS
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
JPM JPMorgan Chase & Co Financial Services Banks - Diversified 786616 0.0196 291.66 9340779
GS Goldman Sachs Group Inc Financial Services Capital Markets 244121 0.0166 822.64 2150068
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: 10250.40
Total net P/L: 250.40 Total ROI: 2.50 %
CAGR: 0.48 % Max. DD: 18.76 %
System Score: 0.014 Sharpe Ratio: 0.232
Start Date: 2021-01-04 End Date: 2026-02-27
Total days: 1880
Commissions: 312.00 Comm.% P/L 55.48 %
Total Transactions: 312 Log. Linearity: 30.476 %
Total enabled Long enabled Short JPM GS
Total Profit/Loss 562.40 -1919.62 2482.01 7792.37 -7229.97
Total Profit 9924.83 3959.51 5965.32 20064.66 14204.53
Total Loss 9362.44 5879.13 3483.31 12272.29 21434.51
Profit Factor 1.06 0.67 1.71 1.63 0.66
Trades 78 39 39 78 78
Winning Trades 51 23 28 45 39
Losing Trades 27 16 11 33 39
% Profitable 65.00 58.00 71.00 57.00 50.00
Profit/Loss Per Trade % 0.07 -0.45 0.59 0.78 -0.94
Profit Per Trade % 1.86 1.66 2.02 4.09 3.42
Loss Per Trade % 3.15 3.34 2.88 3.45 4.93
Days In Trade 1002 564 438 1002 1002
Days In Trade (Avg. Per Trade) 12.85 14.46 11.23 12.85 12.85
% Days In Trade 53.30 30.00 23.30 53.30 53.30
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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.