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Model: Ratio
HQ Backtest GS vs STT
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
GS Goldman Sachs Group Inc Financial Services Capital Markets 266926 0 899.49 2149196
STT State Street Corp Financial Services Asset Management 39786 0.0226 142.74 2012748
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: 14962.63
Total net P/L: 4962.63 Total ROI: 49.63 %
CAGR: 7.94 % Max. DD: 17.80 %
System Score: 3.856 Sharpe Ratio: 1.287
Start Date: 2021-01-04 End Date: 2026-04-14
Total days: 1926
Commissions: 300.00 Comm.% P/L 5.70 %
Total Transactions: 300 Log. Linearity: 78.616 %
Total enabled Long enabled Short GS STT
Total Profit/Loss 5262.63 2049.09 3213.54 2406.05 2856.58
Total Profit 13237.45 5435.63 7801.82 17069.90 17156.09
Total Loss 7974.82 3386.54 4588.28 14663.85 14299.51
Profit Factor 1.66 1.61 1.70 1.16 1.20
Trades 75 31 44 75 75
Winning Trades 47 20 27 46 40
Losing Trades 28 11 17 29 35
% Profitable 62.00 64.00 61.00 61.00 53.00
Profit/Loss Per Trade % 0.57 0.51 0.62 0.20 0.20
Profit Per Trade % 2.41 2.32 2.49 3.18 3.64
Loss Per Trade % 2.40 2.64 2.24 4.20 3.52
Days In Trade 970 384 586 970 970
Days In Trade (Avg. Per Trade) 12.93 12.39 13.32 12.93 12.93
% Days In Trade 50.36 19.94 30.43 50.36 50.36
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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.