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Model: Ratio
HQ Backtest URBN vs RACE
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
URBN Urban Outfitters Inc Consumer Cyclical Apparel Retail 6700 74.71 1877666
RACE Ferrari NV Consumer Cyclical Auto Manufacturers 63262 0.012 358.5 666681
Entry Threshold: 2.30 Exit Threshold: 0.00
Max Duration: 21 Entry Mode: Uptick Reversals:
MA Period: 21 MA Type: EMA StdDev Period: 21
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: 26322.87
Total net P/L: 16322.87 Total ROI: 163.23 %
CAGR: 20.29 % Max. DD: 50.58 %
System Score: 8.190 Sharpe Ratio: 1.621
Start Date: 2021-01-04 End Date: 2026-03-31
Total days: 1912
Commissions: 406.79 Comm.% P/L 2.43 %
Total Transactions: 212 Log. Linearity: 73.901 %
Total enabled Long enabled Short URBN RACE
Total Profit/Loss 16729.66 23741.29 -7011.63 13216.20 3513.46
Total Profit 61427.08 35209.52 26217.56 55546.57 21617.37
Total Loss 44697.42 11468.23 33229.19 42330.37 18103.91
Profit Factor 1.37 3.07 0.79 1.31 1.19
Trades 53 26 27 53 53
Winning Trades 40 21 19 38 24
Losing Trades 13 5 8 15 29
% Profitable 75.00 80.00 70.00 71.00 45.00
Profit/Loss Per Trade % 1.88 4.25 -0.35 1.48 0.35
Profit Per Trade % 7.06 7.47 6.60 6.98 4.20
Loss Per Trade % 11.44 7.70 13.84 10.57 2.65
Days In Trade 719 318 401 719 719
Days In Trade (Avg. Per Trade) 13.57 12.23 14.85 13.57 13.57
% Days In Trade 37.60 16.63 20.97 37.60 37.60
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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.