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Model: Ratio
HQ Backtest VMC vs MLM
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
VMC Vulcan Materials Company Basic Materials Building Materials 38222 0.0068 292.71 1031892
MLM Martin Marietta Materials Inc Basic Materials Building Materials 37327 0.0053 618.89 432845
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: 15751.96
Total net P/L: 5751.96 Total ROI: 57.52 %
CAGR: 9.06 % Max. DD: 10.65 %
System Score: 7.692 Sharpe Ratio: 2.581
Start Date: 2021-01-04 End Date: 2026-03-31
Total days: 1912
Commissions: 340.00 Comm.% P/L 5.58 %
Total Transactions: 340 Log. Linearity: 94.685 %
Total enabled Long enabled Short VMC MLM
Total Profit/Loss 6091.96 1646.22 4445.74 8395.24 -2303.28
Total Profit 9622.61 4096.33 5526.28 22666.17 17850.16
Total Loss 3530.65 2450.11 1080.54 14270.93 20153.45
Profit Factor 2.73 1.67 5.11 1.59 0.89
Trades 85 43 42 85 85
Winning Trades 65 31 34 48 46
Losing Trades 20 12 8 37 39
% Profitable 76.00 72.00 80.00 56.00 54.00
Profit/Loss Per Trade % 0.57 0.30 0.85 0.64 -0.29
Profit Per Trade % 1.17 1.04 1.29 3.71 3.17
Loss Per Trade % 1.34 1.57 1.00 3.15 4.05
Days In Trade 972 537 435 972 972
Days In Trade (Avg. Per Trade) 11.44 12.49 10.36 11.44 11.44
% Days In Trade 50.84 28.09 22.75 50.84 50.84
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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.