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Model: Ratio
HQ Backtest FAZ vs VXX
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
FAZ Direxion Daily Financial Bear 3X Shares 0.0105 43.56 2450898
VXX iPath® Series B S&P 500® VIX Short-Term Futures ETN 33.47 7060668
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
Version: 3 Model Version: n/a Bid-Ask 0.00 / 0.00
Initial Capital: 10000.00 Final Equity: 6462.58
Total net P/L: -3537.42 Total ROI: -35.37 %
CAGR: -11.50 % Max. DD: 51.84 %
MAPY: -18.32 %
Start Date: 2010-01-04 End Date: 2013-07-31
Total days: 1304 Leverage: 1:2
Commissions: 216.46 Comm.% P/L 6.52 %
Total Transactions: 200 Log. Linearity: 12.608 %
Total enabled Long enabled Short FAZ VXX
Total Profit/Loss -3320.96 -3235.10 -85.86 6266.47 -9587.43
Total Profit 9784.93 2948.07 6836.86 19618.52 12554.10
Total Loss 13105.89 6183.17 6922.72 13352.05 22141.53
Profit Factor 0.75 0.48 0.99 1.47 0.57
Trades 50 18 32 50 50
Winning Trades 31 11 20 26 22
Losing Trades 19 7 12 24 28
% Profitable 62.00 61.00 62.00 52.00 44.00
Profit/Loss Per Trade % -0.81 -2.50 0.15 1.16 -2.97
Profit Per Trade % 4.66 4.00 5.02 10.05 7.69
Loss Per Trade % 8.78 11.38 7.29 7.22 9.93
Days In Trade 662 248 414 662 662
Days In Trade (Avg. Per Trade) 13.24 13.78 12.94 13.24 13.24
% Days In Trade 50.77 19.02 31.75 50.77 50.77
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Trade Log
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FB LN TW

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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.