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Model: Ratio
HQ Backtest CF vs CME
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
CF CF Industries Holdings Inc Basic Materials Agricultural Inputs 17406 0.0178 113.3 3154362
CME CME Group Inc Financial Services Financial Data & Stock Exchanges 93135 0.0185 257.76 2131629
Entry Threshold: 2.30 Exit Threshold: 0.00
Max Duration: 21 Entry Mode: Uptick Reversals:
MA Period: 21 MA Type: EMA StdDev Period: 21
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: 11824.03
Total net P/L: 1824.03 Total ROI: 18.24 %
CAGR: 3.15 % Max. DD: 41.76 %
System Score: 0.915 Sharpe Ratio: 0.583
Start Date: 2021-01-04 End Date: 2026-05-29
Total days: 1971
Commissions: 186.07 Comm.% P/L 9.26 %
Total Transactions: 184 Log. Linearity: 66.225 %
Total enabled Long enabled Short CF CME
Total Profit/Loss 2010.10 4485.09 -2475.00 -1734.58 3744.68
Total Profit 18777.90 8294.84 10483.06 14736.69 9410.04
Total Loss 16767.80 3809.75 12958.06 16471.27 5665.36
Profit Factor 1.12 2.18 0.81 0.89 1.66
Trades 46 20 26 46 46
Winning Trades 31 15 16 32 31
Losing Trades 15 5 10 14 15
% Profitable 67.00 75.00 61.00 69.00 67.00
Profit/Loss Per Trade % 0.40 2.28 -1.02 -0.34 0.74
Profit Per Trade % 5.22 4.91 5.52 3.95 2.56
Loss Per Trade % 8.28 5.05 9.94 9.00 2.87
Days In Trade 704 310 394 704 704
Days In Trade (Avg. Per Trade) 15.30 15.50 15.15 15.30 15.30
% Days In Trade 35.72 15.73 19.99 35.72 35.72
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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.