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Model: Ratio
HQ Backtest CFG vs KEY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
CFG Citizens Financial Group Inc Financial Services Banks-Regional 20891 0.0396 42.75 4683549
KEY KeyCorp Financial Services Banks-Regional 17108 0.0457 18.33 10662715
Entry Threshold: 1.70 Exit Threshold: 0.00
Max Duration: 21 Entry Mode: Uptick Reversals:
MA Period: 15 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: 19389.32
Total net P/L: 9389.32 Total ROI: 93.89 %
CAGR: 14.18 % Max. DD: 10.13 %
System Score: 12.391 Sharpe Ratio: 2.735
Start Date: 2018-01-02 End Date: 2022-12-30
Total days: 1823
Commissions: 1068.70 Comm.% P/L 10.22 %
Total Transactions: 360 Log. Linearity: 95.612 %
Total enabled Long enabled Short CFG KEY
Total Profit/Loss 10458.02 5268.34 5189.68 3747.42 6710.60
Total Profit 16801.79 7851.39 8950.40 32522.14 33148.03
Total Loss 6343.77 2583.05 3760.72 28774.72 26437.43
Profit Factor 2.65 3.04 2.38 1.13 1.25
Trades 90 42 48 90 90
Winning Trades 71 32 39 53 49
Losing Trades 19 10 9 37 41
% Profitable 78.00 76.00 81.00 58.00 54.00
Profit/Loss Per Trade % 0.82 0.84 0.81 -0.30 0.63
Profit Per Trade % 1.70 1.72 1.68 3.97 4.91
Loss Per Trade % 2.34 1.87 2.87 5.60 4.15
Days In Trade 1022 478 544 1022 1022
Days In Trade (Avg. Per Trade) 11.36 11.38 11.33 11.36 11.36
% Days In Trade 56.06 26.22 29.84 56.06 56.06
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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.