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Model: Ratio
HQ Backtest COST vs WMT
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
COST Costco Wholesale Corp Consumer Defensive Discount Stores 424019 0.0056 956.12 2281249
WMT Walmart Inc. Consumer Defensive Discount Stores 830346 0.0092 104.34 24846484
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: 8117.56
Total net P/L: -1882.44 Total ROI: -18.82 %
CAGR: -3.67 % Max. DD: 49.02 %
System Score: -0.172 Sharpe Ratio: -0.431
Start Date: 2021-01-04 End Date: 2026-07-31
Total days: 2034
Commissions: 330.92 Comm.% P/L 21.33 %
Total Transactions: 328 Log. Linearity: 36.015 %
Total enabled Long enabled Short COST WMT
Total Profit/Loss -1551.52 -854.65 -696.87 -3971.77 2420.26
Total Profit 8612.72 3722.09 4890.63 9271.94 11673.38
Total Loss 10164.24 4576.74 5587.50 13243.71 9253.13
Profit Factor 0.85 0.81 0.88 0.70 1.26
Trades 82 38 44 82 82
Winning Trades 48 22 26 43 43
Losing Trades 34 16 18 39 39
% Profitable 58.00 57.00 59.00 52.00 52.00
Profit/Loss Per Trade % -0.20 -0.22 -0.19 -0.58 0.26
Profit Per Trade % 2.30 2.22 2.37 2.72 3.28
Loss Per Trade % 3.54 3.39 3.66 3.96 2.90
Days In Trade 1080 527 553 1080 1080
Days In Trade (Avg. Per Trade) 13.17 13.87 12.57 13.17 13.17
% Days In Trade 53.10 25.91 27.19 53.10 53.10
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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.