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Model: Ratio
HQ Backtest JNJ vs UNH
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
JNJ Johnson & Johnson Healthcare Drug Manufacturers - General 377028 0.03 155.4 12009534
UNH UnitedHealth Group Incorporated Healthcare Healthcare Plans 507673 0.0137 548.27 3159689
Entry Threshold: 2.30 Exit Threshold: -2.30
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 21 MA Type: EMA StdDev Period: 15
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: 7442.53
Total net P/L: -2557.47 Total ROI: -25.57 %
CAGR: -9.39 % Max. DD: 38.01 %
System Score: -3.617 Sharpe Ratio: -0.638
Start Date: 2020-01-02 End Date: 2022-12-30
Total days: 1093
Commissions: 120.00 Comm.% P/L 4.92 %
Total Transactions: 120 Log. Linearity: 72.756 %
Total enabled Long enabled Short JNJ UNH
Total Profit/Loss -2437.47 -3219.86 782.39 -1010.78 -1426.69
Total Profit 3942.15 765.94 3176.21 3393.45 5788.21
Total Loss 6379.62 3985.80 2393.82 4404.23 7214.90
Profit Factor 0.62 0.19 1.33 0.77 0.80
Trades 30 17 13 30 30
Winning Trades 12 7 5 14 14
Losing Trades 18 10 8 16 16
% Profitable 40.00 41.00 38.00 46.00 46.00
Profit/Loss Per Trade % -0.93 -2.10 0.61 -0.38 -0.70
Profit Per Trade % 3.77 1.45 7.12 2.89 4.69
Loss Per Trade % 3.87 4.43 3.19 3.11 5.11
Days In Trade 605 354 251 605 605
Days In Trade (Avg. Per Trade) 20.17 20.82 19.31 20.17 20.17
% Days In Trade 55.35 32.39 22.96 55.35 55.35
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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.