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Model: Kalman-grid-v2
HQ Backtest MCD vs SBUX
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
MCD McDonald’s Corporation Consumer Cyclical Restaurants 217698 0.0236 306.26 3250987
SBUX Starbucks Corporation Consumer Cyclical Restaurants 112039 0.025 98.34 9342550
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 14116.89
Total net P/L: 4116.89 Total ROI: 41.17 %
CAGR: 6.80 % Max. DD: 24.80 %
System Score: 0.015 Sharpe Ratio: 0.947
Start Date: 2021-01-04 End Date: 2026-03-31
Total days: 1912
Commissions: 600.00 Comm.% P/L 12.72 %
Total Transactions: 600 Log. Linearity: 12.937 %
Total enabled Long enabled Short MCD SBUX
Total Profit/Loss 4716.89 1236.46 3480.43 2894.81 1822.08
Total Profit 19496.28 9482.75 10013.53 12329.10 18617.88
Total Loss 14779.39 8246.29 6533.10 9434.29 16795.81
Profit Factor 1.32 1.15 1.53 1.31 1.11
Trades 150 72 78 150 150
Winning Trades 107 54 53 86 86
Losing Trades 43 18 25 64 63
% Profitable 71.00 75.00 67.00 57.00 57.00
Profit/Loss Per Trade % 0.27 0.15 0.38 0.16 0.08
Profit Per Trade % 1.71 1.64 1.79 1.34 2.04
Loss Per Trade % 3.13 4.04 2.48 1.39 2.41
Days In Trade 938 425 513 938 938
Days In Trade (Avg. Per Trade) 6.25 5.90 6.58 6.25 6.25
% Days In Trade 49.06 22.23 26.83 49.06 49.06
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Trade Log
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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.