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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 353053 0.0338 146.64 7107013
UNH UnitedHealth Group Incorporated Healthcare Healthcare Plans 490999 0.0157 533.53 3961045
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: 7489.87
Total net P/L: -2510.13 Total ROI: -25.10 %
CAGR: -13.54 % Max. DD: 32.71 %
System Score: -0.611 Sharpe Ratio: -1.114
Start Date: 2021-01-04 End Date: 2022-12-30
Total days: 725
Commissions: 84.00 Comm.% P/L 3.46 %
Total Transactions: 84 Log. Linearity: 35.603 %
Total enabled Long enabled Short JNJ UNH
Total Profit/Loss -2426.13 -2141.64 -284.49 -562.92 -1863.21
Total Profit 1833.35 752.30 1081.05 2263.13 2736.70
Total Loss 4259.48 2893.94 1365.54 2826.05 4599.91
Profit Factor 0.43 0.26 0.79 0.80 0.59
Trades 21 13 8 21 21
Winning Trades 9 6 3 11 10
Losing Trades 12 7 5 10 11
% Profitable 42.00 46.00 37.00 52.00 47.00
Profit/Loss Per Trade % -1.32 -1.96 -0.25 -0.30 -1.14
Profit Per Trade % 2.65 1.66 4.67 2.64 3.53
Loss Per Trade % 4.11 4.89 3.03 3.39 5.10
Days In Trade 429 270 159 429 429
Days In Trade (Avg. Per Trade) 20.43 20.77 19.88 20.43 20.43
% Days In Trade 59.17 37.24 21.93 59.17 59.17
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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.