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Model: Ratio
HQ Backtest PH vs ROK
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
PH Parker-Hannifin Corporation Industrials Specialty Industrial Machinery 103807 0.0085 836.32 678275
ROK Rockwell Automation Inc Industrials Specialty Industrial Machinery 51565 0.0118 463.41 872574
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: 5353.55
Total net P/L: -4646.45 Total ROI: -46.46 %
CAGR: -10.93 % Max. DD: 59.08 %
System Score: -3.958 Sharpe Ratio: -1.343
Start Date: 2021-01-04 End Date: 2026-05-29
Total days: 1971
Commissions: 184.00 Comm.% P/L 4.12 %
Total Transactions: 184 Log. Linearity: 71.287 %
Total enabled Long enabled Short PH ROK
Total Profit/Loss -4462.45 227.74 -4690.19 -2571.45 -1891.00
Total Profit 8415.28 3729.12 4686.16 7969.43 9432.82
Total Loss 12877.73 3501.38 9376.35 10540.88 11323.82
Profit Factor 0.65 1.07 0.50 0.76 0.83
Trades 46 19 27 46 46
Winning Trades 27 12 15 23 25
Losing Trades 19 7 12 23 21
% Profitable 58.00 63.00 55.00 50.00 54.00
Profit/Loss Per Trade % -1.30 -0.47 -1.89 -0.93 -0.48
Profit Per Trade % 3.24 2.97 3.45 3.44 3.92
Loss Per Trade % 7.09 5.74 7.89 4.95 5.32
Days In Trade 716 297 419 716 716
Days In Trade (Avg. Per Trade) 15.57 15.63 15.52 15.57 15.57
% Days In Trade 36.33 15.07 21.26 36.33 36.33
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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.