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Model: Ratio
HQ Backtest MLM vs VMC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
MLM Martin Marietta Materials Inc Basic Materials Building Materials 37795 0.0062 532.18 520972
VMC Vulcan Materials Company Basic Materials Building Materials 35471 0.0074 273.74 1123316
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 40 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 100000.00 Final Equity: 107177.43
Total net P/L: 7177.43 Total ROI: 7.18 %
CAGR: 7.20 % Max. DD: 3.62 %
System Score: 4.010 Sharpe Ratio: 1.412
Start Date: 2025-08-01 End Date: 2026-07-31
Total days: 364
Commissions: 48.04 Comm.% P/L 0.66 %
Total Transactions: 48 Log. Linearity: 82.281 %
Total enabled Long enabled Short MLM VMC
Total Profit/Loss 7225.47 4013.27 3212.20 6282.98 942.49
Total Profit 9558.36 5356.16 4202.20 11966.97 10132.47
Total Loss 2332.89 1342.89 990.00 5683.99 9189.98
Profit Factor 4.10 3.99 4.24 2.11 1.10
Trades 12 6 6 12 12
Winning Trades 9 4 5 7 7
Losing Trades 3 2 1 5 5
% Profitable 75.00 66.00 83.00 58.00 58.00
Profit/Loss Per Trade % 0.58 0.65 0.51 0.49 0.06
Profit Per Trade % 1.03 1.30 0.81 1.64 1.40
Loss Per Trade % 0.74 0.63 0.96 1.08 1.77
Days In Trade 148 79 69 148 148
Days In Trade (Avg. Per Trade) 12.33 13.17 11.50 12.33 12.33
% Days In Trade 40.66 21.70 18.96 40.66 40.66
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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.