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Model: Ratio
HQ Backtest ASR vs PAC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
ASR Grupo Aeroportuario del Sureste SAB de CV ADR Industrials Airports & Air Services 9285 0.0245 310.96 58595
PAC Grupo Aeroportuario del Pacifico SAB De CV ADR Industrials Airports & Air Services 9988 0.0404 195.07 56859
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 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: 17569.00
Total net P/L: 7569.00 Total ROI: 75.69 %
CAGR: 11.54 % Max. DD: 28.77 %
System Score: 7.614 Sharpe Ratio: 1.576
Start Date: 2018-01-02 End Date: 2023-02-28
Total days: 1883
Commissions: 308.53 Comm.% P/L 3.92 %
Total Transactions: 308 Log. Linearity: 87.050 %
Total enabled Long enabled Short ASR PAC
Total Profit/Loss 7877.53 3618.98 4258.55 1805.93 6071.60
Total Profit 20783.98 10284.93 10499.04 27511.80 29037.75
Total Loss 12906.44 6665.95 6240.49 25705.86 22966.15
Profit Factor 1.61 1.54 1.68 1.07 1.26
Trades 77 36 41 77 77
Winning Trades 58 26 32 40 41
Losing Trades 19 10 9 37 36
% Profitable 75.00 72.00 78.00 51.00 53.00
Profit/Loss Per Trade % 0.77 0.83 0.72 0.03 0.31
Profit Per Trade % 2.77 3.10 2.50 5.12 5.17
Loss Per Trade % 4.98 4.74 5.25 4.86 4.74
Days In Trade 867 411 456 867 867
Days In Trade (Avg. Per Trade) 11.26 11.42 11.12 11.26 11.26
% Days In Trade 46.04 21.83 24.22 46.04 46.04
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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.