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Model: Residual
HQ Backtest TFC vs CFG
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
TFC Truist Financial Corp Financial Services Banks - Regional 64375 0.0405 51.67 8934386
CFG Citizens Financial Group, Inc. Financial Services Banks - Regional 29746 0.0252 70.34 4824210
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 9247.42
Total net P/L: -752.58 Total ROI: -7.53 %
CAGR: -3.84 % Max. DD: 12.76 %
System Score: -0.951 Sharpe Ratio: -0.540
Start Date: 2024-07-01 End Date: 2026-06-30
Total days: 729
Commissions: 127.82 Comm.% P/L 20.46 %
Total Transactions: 116 Log. Linearity: 62.785 %
Total enabled Long enabled Short TFC CFG
Total Profit/Loss -624.76 -1840.98 1216.22 3306.00 -3930.76
Total Profit 2104.59 855.87 1248.72 6560.96 4234.51
Total Loss 2729.35 2696.85 32.50 3254.96 8165.27
Profit Factor 0.77 0.32 38.42 2.02 0.52
Trades 29 17 12 29 29
Winning Trades 16 5 11 18 12
Losing Trades 13 12 1 10 16
% Profitable 55.00 29.00 91.00 62.00 41.00
Profit/Loss Per Trade % -0.22 -1.11 1.04 1.02 -1.45
Profit Per Trade % 1.36 1.78 1.17 3.63 3.64
Loss Per Trade % 2.12 2.27 0.32 3.37 5.06
Days In Trade 254 160 94 254 254
Days In Trade (Avg. Per Trade) 8.76 9.41 7.83 8.76 8.76
% Days In Trade 34.84 21.95 12.89 34.84 34.84
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Trade Log
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FB LN TW

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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.