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Model: Ratio
HQ Backtest NEA vs MQY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
NEA Nuveen AMT-Free Municipal IF Financial Services Asset Management 3717 0.0485 11.18 1039955
MQY BlackRock MuniYield Quality Closed Fund Financial Services Asset Management 935 0.0437 11.57 182904
Entry Threshold: 2.00 Exit Threshold: 0.50
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 20 MA Type: SMA StdDev Period: 20
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: 10754.74
Total net P/L: 754.74 Total ROI: 7.55 %
CAGR: 10.26 % Max. DD: 3.94 %
System Score: 5.562 Sharpe Ratio: 1.578
Start Date: 2022-02-01 End Date: 2022-10-31
Total days: 272
Commissions: 113.21 Comm.% P/L 13.04 %
Total Transactions: 28 Log. Linearity: 81.548 %
Total enabled Long enabled Short NEA MQY
Total Profit/Loss 867.95 46.21 821.74 -1400.11 2268.06
Total Profit 922.68 100.94 821.74 268.24 2389.74
Total Loss 54.73 54.73 0.00 1668.35 121.68
Profit Factor 16.86 1.84 0.00 0.16 19.64
Trades 7 2 5 7 7
Winning Trades 6 1 5 1 6
Losing Trades 1 1 0 6 1
% Profitable 85.00 50.00 100.00 14.00 85.00
Profit/Loss Per Trade % 1.20 0.24 1.59 -1.98 3.14
Profit Per Trade % 1.49 1.01 1.59 2.53 3.87
Loss Per Trade % 0.53 0.53 0.00 2.69 1.15
Days In Trade 54 30 24 54 54
Days In Trade (Avg. Per Trade) 7.71 15.00 4.80 7.71 7.71
% Days In Trade 19.85 11.03 8.82 19.85 19.85
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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.