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Model: Ratio
HQ Backtest UNP vs CNI
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
UNP Union Pacific Corporation Industrials Railroads 149215 0.0217 251.34 3683820
CNI Canadian National Railway Company Industrials Railroads 67922 0.0322 110.95 1616642
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 21 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: 18936.74
Total net P/L: 8936.74 Total ROI: 89.37 %
CAGR: 12.96 % Max. DD: 18.55 %
System Score: 10.687 Sharpe Ratio: 1.999
Start Date: 2021-01-04 End Date: 2026-03-31
Total days: 1912
Commissions: 312.00 Comm.% P/L 3.37 %
Total Transactions: 312 Log. Linearity: 93.767 %
Total enabled Long enabled Short UNP CNI
Total Profit/Loss 9248.74 6657.70 2591.04 1493.52 7755.22
Total Profit 17857.17 9481.32 8375.85 18669.82 19833.36
Total Loss 8608.43 2823.62 5784.81 17176.30 12078.14
Profit Factor 2.07 3.36 1.45 1.09 1.64
Trades 78 34 44 78 78
Winning Trades 57 27 30 45 51
Losing Trades 21 7 14 33 27
% Profitable 73.00 79.00 68.00 57.00 65.00
Profit/Loss Per Trade % 0.85 1.30 0.51 0.17 0.55
Profit Per Trade % 2.27 2.50 2.07 3.15 2.75
Loss Per Trade % 2.83 3.15 2.67 3.66 3.39
Days In Trade 935 379 556 935 935
Days In Trade (Avg. Per Trade) 11.99 11.15 12.64 11.99 11.99
% Days In Trade 48.90 19.82 29.08 48.90 48.90
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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.