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Model: Residual
HQ Backtest EUM vs EWH
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
EUM ProShares Short MSCI Emerging Markets 0.0101 14.4921 56357
EWH iShares MSCI Hong Kong ETF 2083 0.0411 14.7 2706013
Entry Threshold: 1.50 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
Inverted: EUM Transformed: EUM A=1000.0 B=0.1
Regression Per: 30
Margin Req. 1: 15.0 Margin Req. 2: 15.0 High Leverage
Version: 4 Model Version: n/a Bid-Ask 0.00 / 0.00
Initial Capital: 10000.00 Final Equity: 37516.89
Total net P/L: 27516.89 Total ROI: 275.17 %
CAGR: 29.77 % Max. DD: 15.91 %
System Score: 24.769 Sharpe Ratio: 2.824
Start Date: 2011-01-03 End Date: 2016-01-29
Total days: 1852
Commissions: 2598.64 Comm.% P/L 8.63 %
Total Transactions: 164 Log. Linearity: 94.055 %
Total disabled Long enabled Short EUM EWH
Total Profit/Loss 30115.53 0.00 30115.53 998.62 29116.91
Total Profit 42251.77 0.00 42251.77 48353.68 50078.24
Total Loss 12136.24 0.00 12136.24 47355.06 20961.33
Profit Factor 3.48 0.00 3.48 1.02 2.39
Trades 41 0 41 41 41
Winning Trades 32 0 32 24 25
Losing Trades 9 0 9 17 15
% Profitable 78.00 0.00 78.00 58.00 60.00
Profit/Loss Per Trade % 3.58 0.00 3.58 0.41 1.56
Profit Per Trade % 6.32 0.00 6.32 10.71 8.53
Loss Per Trade % 5.48 0.00 5.48 11.88 8.13
Days In Trade 448 0 448 448 448
Days In Trade (Avg. Per Trade) 10.93 0.00 10.93 10.93 10.93
% Days In Trade 24.19 0.00 24.19 24.19 24.19
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Trade Log
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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.