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Model: Ratio
HQ Backtest PM vs T
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
PM Philip Morris International Inc Consumer Defensive Tobacco 274213 0.0332 174.99 5643645
T AT&T Inc. Communication Services Telecom Services 158214 0.0471 22.77 42861934
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 30 Entry Mode: Uptick Reversals:
MA Period: 50 MA Type: SMA StdDev Period: 50
RSI Period: 15 RSI Threshold: 0
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 100000.00 Final Equity: 115816.13
Total net P/L: 15816.13 Total ROI: 15.82 %
CAGR: 2.76 % Max. DD: 12.65 %
System Score: 1.420 Sharpe Ratio: 0.785
Start Date: 2021-01-04 End Date: 2026-05-29
Total days: 1971
Commissions: 1043.39 Comm.% P/L 6.19 %
Total Transactions: 128 Log. Linearity: 80.159 %
Total enabled Long enabled Short PM T
Total Profit/Loss 16859.52 21741.27 -4881.75 -9796.56 26656.08
Total Profit 50800.79 26424.79 24376.00 36565.03 59706.24
Total Loss 33941.27 4683.52 29257.75 46361.59 33050.16
Profit Factor 1.50 5.64 0.83 0.79 1.81
Trades 32 13 19 32 32
Winning Trades 17 10 7 14 19
Losing Trades 15 3 12 18 13
% Profitable 53.00 76.00 36.00 43.00 59.00
Profit/Loss Per Trade % 0.49 1.59 -0.25 -0.32 0.76
Profit Per Trade % 2.75 2.49 3.12 2.35 2.90
Loss Per Trade % 1.99 1.35 2.15 2.31 2.26
Days In Trade 835 343 492 835 835
Days In Trade (Avg. Per Trade) 26.09 26.38 25.89 26.09 26.09
% Days In Trade 42.36 17.40 24.96 42.36 42.36
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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.