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Model: Residual
HQ Backtest EVN vs DSM
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
EVN Eaton Vance Municipal Income Closed Fund Financial Services Asset Management 399 0.0543 10.09 109463
DSM BNY Mellon Strategic Municipal Bond Fund Inc Financial Services Asset Management 325 0.0515 5.62 158054
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 100 Entry Mode: Simple Reversals:
Regression Per: 15
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 20000.00 Final Equity: 23922.43
Total net P/L: 3922.43 Total ROI: 19.61 %
CAGR: 3.53 % Max. DD: 6.00 %
System Score: 2.090 Sharpe Ratio: 2.231
Start Date: 2018-01-02 End Date: 2023-02-28
Total days: 1883
Commissions: 1509.66 Comm.% P/L 27.79 %
Total Transactions: 260 Log. Linearity: 83.951 %
Total enabled Long enabled Short EVN DSM
Total Profit/Loss 5432.09 2770.04 2662.05 2021.17 3410.93
Total Profit 6867.86 3097.16 3770.71 6377.03 8690.19
Total Loss 1435.77 327.11 1108.66 4355.86 5279.27
Profit Factor 4.78 9.47 3.40 1.46 1.65
Trades 65 31 34 65 65
Winning Trades 53 25 28 40 41
Losing Trades 12 6 6 24 24
% Profitable 81.00 80.00 82.00 61.00 63.00
Profit/Loss Per Trade % 0.38 0.41 0.36 0.15 0.21
Profit Per Trade % 0.60 0.57 0.63 0.74 0.97
Loss Per Trade % 0.56 0.25 0.88 0.83 1.03
Days In Trade 612 233 379 612 612
Days In Trade (Avg. Per Trade) 9.42 7.52 11.15 9.42 9.42
% Days In Trade 32.50 12.37 20.13 32.50 32.50
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Trade Log
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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.