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Model: Ratio
HQ Backtest WLDN vs AIRR
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
WLDN Willdan Group Inc Industrials Engineering & Construction 817 55.82 147062
AIRR First Trust RBA American Industrial RenaissanceTM ETF 0.0029 77.6 487164
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: 54671.52
Total net P/L: 44671.52 Total ROI: 446.72 %
CAGR: 17.87 % Max. DD: 45.47 %
System Score: 13.319 Sharpe Ratio: 1.980
Start Date: 2015-01-02 End Date: 2025-04-30
Total days: 3771
Commissions: 3631.51 Comm.% P/L 7.52 %
Total Transactions: 584 Log. Linearity: 90.665 %
Total enabled Long enabled Short WLDN AIRR
Total Profit/Loss 48303.03 15253.05 33049.98 38441.50 9861.53
Total Profit 197342.23 89213.86 108128.37 208363.47 95885.84
Total Loss 149039.20 73960.82 75078.39 169921.98 86024.31
Profit Factor 1.32 1.21 1.44 1.23 1.11
Trades 146 68 78 146 146
Winning Trades 99 42 57 93 77
Losing Trades 47 26 21 53 68
% Profitable 67.00 61.00 73.00 63.00 52.00
Profit/Loss Per Trade % 1.25 0.89 1.56 1.06 0.05
Profit Per Trade % 5.88 6.07 5.74 6.38 3.19
Loss Per Trade % 7.29 6.49 8.29 7.04 3.33
Days In Trade 1809 915 894 1809 1809
Days In Trade (Avg. Per Trade) 12.39 13.46 11.46 12.39 12.39
% Days In Trade 47.97 24.26 23.71 47.97 47.97
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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.