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Model: Ratio
HQ Backtest WFC vs XLF
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
WFC Wells Fargo & Company Financial Services Banks - Diversified 221599 0.0236 67.94 17590321
XLF Financial Select Sector SPDR® Fund 0.0123 47.72 44648821
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: 10123.20
Total net P/L: 123.20 Total ROI: 1.23 %
CAGR: 0.62 % Max. DD: 14.24 %
System Score: 0.000 Sharpe Ratio: 0.157
Start Date: 2022-07-08 End Date: 2024-06-28
Total days: 721
Commissions: 138.54 Comm.% P/L 52.93 %
Total Transactions: 104 Log. Linearity: 3.493 %
Total enabled Long enabled Short WFC XLF
Total Profit/Loss 261.74 644.54 -382.80 -864.77 1126.51
Total Profit 3483.41 1967.84 1515.57 6242.46 4558.69
Total Loss 3221.67 1323.30 1898.37 7107.23 3432.18
Profit Factor 1.08 1.49 0.80 0.88 1.33
Trades 26 11 15 26 26
Winning Trades 17 8 9 17 10
Losing Trades 9 3 6 9 16
% Profitable 65.00 72.00 60.00 65.00 38.00
Profit/Loss Per Trade % 0.10 0.54 -0.23 -0.43 0.31
Profit Per Trade % 1.98 2.38 1.62 3.53 4.24
Loss Per Trade % 3.30 4.20 2.85 7.31 2.05
Days In Trade 293 136 157 293 293
Days In Trade (Avg. Per Trade) 11.27 12.36 10.47 11.27 11.27
% Days In Trade 40.64 18.86 21.78 40.64 40.64
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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.