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Model: Ratio
HQ Backtest CRI vs LH
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
CRI Carter’s Inc Consumer Cyclical Apparel Retail 2684 0.0367 74.52 725545
LH Laboratory Corporation of America Holdings Healthcare Diagnostics & Research 17364 0.0139 206.5 767500
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: 60416.25
Total net P/L: 50416.25 Total ROI: 504.16 %
CAGR: 41.69 % Max. DD: 22.18 %
System Score: 38.607 Sharpe Ratio: 3.374
Start Date: 2019-01-02 End Date: 2024-02-29
Total days: 1884
Commissions: 489.72 Comm.% P/L 0.96 %
Total Transactions: 328 Log. Linearity: 97.472 %
Total enabled Long enabled Short CRI LH
Total Profit/Loss 50905.97 24972.53 25933.44 36675.35 14230.62
Total Profit 68663.39 31326.28 37337.12 64563.03 43444.93
Total Loss 17757.42 6353.75 11403.67 27887.68 29214.31
Profit Factor 3.87 4.93 3.27 2.32 1.49
Trades 82 39 43 82 82
Winning Trades 65 29 36 56 46
Losing Trades 17 10 7 26 36
% Profitable 79.00 74.00 83.00 68.00 56.00
Profit/Loss Per Trade % 2.24 1.72 2.72 1.51 0.53
Profit Per Trade % 3.91 3.56 4.19 4.30 3.47
Loss Per Trade % 3.81 3.42 4.36 4.01 2.95
Days In Trade 873 466 407 873 873
Days In Trade (Avg. Per Trade) 10.65 11.95 9.47 10.65 10.65
% Days In Trade 46.34 24.73 21.60 46.34 46.34
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Trade Log
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FB LN TW

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.