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Model: Ratio
HQ Backtest LH vs TDY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
LH Laboratory Corporation of America Holdings Healthcare Diagnostics & Research 21713 0.011 271.24 683239
TDY Teledyne Technologies Incorporated Technology Scientific & Technical Instruments 28690 619.26 333225
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 21 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: 50196.60
Total net P/L: 40196.60 Total ROI: 401.97 %
CAGR: 34.82 % Max. DD: 16.43 %
System Score: 30.600 Sharpe Ratio: 3.684
Start Date: 2021-01-04 End Date: 2026-05-29
Total days: 1971
Commissions: 332.00 Comm.% P/L 0.82 %
Total Transactions: 332 Log. Linearity: 95.785 %
Total enabled Long enabled Short LH TDY
Total Profit/Loss 40528.60 22598.04 17930.56 24670.41 15858.19
Total Profit 56896.79 29853.06 27043.73 46582.02 44494.44
Total Loss 16368.19 7255.02 9113.17 21911.62 28636.25
Profit Factor 3.48 4.11 2.97 2.13 1.55
Trades 83 44 39 83 83
Winning Trades 69 38 31 45 53
Losing Trades 14 6 8 38 30
% Profitable 83.00 86.00 79.00 54.00 63.00
Profit/Loss Per Trade % 1.98 2.16 1.78 0.98 0.91
Profit Per Trade % 3.39 3.22 3.60 3.70 3.47
Loss Per Trade % 4.62 4.23 4.90 2.12 3.37
Days In Trade 979 486 493 979 979
Days In Trade (Avg. Per Trade) 11.80 11.05 12.64 11.80 11.80
% Days In Trade 49.67 24.66 25.01 49.67 49.67
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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.