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Model: Ratio
HQ Backtest MAS vs SSD
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
MAS Masco Corporation Industrials Building Products & Equipment 15211 0.0168 75.4 2521119
SSD Simpson Manufacturing Company Inc Basic Materials Lumber & Wood Production 7673 0.0062 185.33 275509
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: 15474.86
Total net P/L: 5474.86 Total ROI: 54.75 %
CAGR: 8.69 % Max. DD: 13.46 %
System Score: 5.696 Sharpe Ratio: 1.421
Start Date: 2021-01-04 End Date: 2026-03-31
Total days: 1912
Commissions: 211.52 Comm.% P/L 3.72 %
Total Transactions: 204 Log. Linearity: 86.859 %
Total enabled Long enabled Short MAS SSD
Total Profit/Loss 5686.38 1487.86 4198.52 -1202.27 6888.65
Total Profit 14809.51 6424.85 8384.66 13561.64 19316.27
Total Loss 9123.13 4936.99 4186.14 14763.91 12427.62
Profit Factor 1.62 1.30 2.00 0.92 1.55
Trades 51 27 24 51 51
Winning Trades 33 16 17 26 30
Losing Trades 18 11 7 25 21
% Profitable 64.00 59.00 70.00 50.00 58.00
Profit/Loss Per Trade % 0.89 0.45 1.39 -0.15 0.80
Profit Per Trade % 3.59 3.17 3.99 4.22 4.91
Loss Per Trade % 3.83 3.32 4.62 4.35 4.69
Days In Trade 784 463 321 784 784
Days In Trade (Avg. Per Trade) 15.37 17.15 13.38 15.37 15.37
% Days In Trade 41.00 24.22 16.79 41.00 41.00
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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.