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Model: Ratio
HQ Backtest RYZ vs RS
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
RYZ Ryerson Holding Corporation Industrials Metal Fabrication 1550 0.0258 29.74 442681
RS Reliance Steel & Aluminum Co Basic Materials Steel 19560 0.0126 386.21 347549
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: 4229.63
Total net P/L: -5770.37 Total ROI: -57.70 %
CAGR: -14.51 % Max. DD: 83.13 %
System Score: -4.900 Sharpe Ratio: -0.589
Start Date: 2021-01-04 End Date: 2026-06-30
Total days: 2003
Commissions: 349.84 Comm.% P/L 6.45 %
Total Transactions: 288 Log. Linearity: 69.635 %
Total enabled Long enabled Short RYZ RS
Total Profit/Loss -5420.53 2449.27 -7869.80 -7870.93 2450.40
Total Profit 13621.22 8340.61 5280.61 15552.54 9129.36
Total Loss 19041.75 5891.34 13150.41 23423.47 6678.96
Profit Factor 0.72 1.42 0.40 0.66 1.37
Trades 72 36 36 72 72
Winning Trades 44 24 20 38 35
Losing Trades 28 12 16 34 37
% Profitable 61.00 66.00 55.00 52.00 48.00
Profit/Loss Per Trade % -1.09 -0.11 -2.06 -1.90 0.59
Profit Per Trade % 4.80 5.25 4.26 6.27 4.42
Loss Per Trade % 8.53 9.61 7.72 9.30 2.86
Days In Trade 882 434 448 882 882
Days In Trade (Avg. Per Trade) 12.25 12.06 12.44 12.25 12.25
% Days In Trade 44.03 21.67 22.37 44.03 44.03
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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.