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Model: Residual See the whole study
HQ Backtest GLD vs GOLD
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
GLD SPDR® Gold Shares 215.92 7648427
GOLD Barrick Gold Corp Basic Materials Gold 29881 0.0235 17.02 19021068
Entry Threshold: 1.70 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 25
Version: 3 Model Version: n/a Bid-Ask 0.00 / 0.00
Initial Capital: 10000.00 Final Equity: 41344.41
Total net P/L: 31344.41 Total ROI: 313.44 %
CAGR: 29.50 % Max. DD: 27.14 %
MAPY: 17.51 %
Start Date: 2008-01-02 End Date: 2013-06-28
Total days: 2004 Leverage: 1:2
Commissions: 444.57 Comm.% P/L 1.40 %
Total Transactions: 332 Log. Linearity: 86.774 %
Total enabled Long enabled Short GLD GOLD
Total Profit/Loss 31788.98 10170.10 21618.88 -5604.93 37393.91
Total Profit 58006.02 24142.21 33863.81 23593.57 75452.03
Total Loss 26217.04 13972.11 12244.93 29198.50 38058.12
Profit Factor 2.21 1.73 2.77 0.81 1.98
Trades 83 39 44 83 83
Winning Trades 62 26 36 45 51
Losing Trades 21 13 8 37 32
% Profitable 74.00 66.00 81.00 54.00 61.00
Profit/Loss Per Trade % 1.75 0.95 2.46 -0.25 1.80
Profit Per Trade % 4.18 3.74 4.50 2.36 6.35
Loss Per Trade % 4.95 4.22 6.15 3.24 4.88
Days In Trade 935 429 506 935 935
Days In Trade (Avg. Per Trade) 11.27 11.00 11.50 11.27 11.27
% Days In Trade 46.66 21.41 25.25 46.66 46.66
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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.