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Model: Residual
HQ Backtest GDX vs AU
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
GDX Market Vectors Etf Trust NYSEARCA 7810 -0.07 346.85 22.41 0 0
AU AngloGold Ashanti Limited (ADR) Basic materials NYSE 3960 -1.35 399.49 10.73 3290000 0
Entry Threshold: 2.80 Exit Threshold: -2.80
Max Duration: 100 Entry Mode: Uptick Reversals:
Regression Per: 25
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 21815.86
Total net P/L: 11815.86 Total ROI: 118.16 %
CAGR: 9.62 % Max. DD: 54.86 %
System Score: 0.338 Sharpe Ratio: 1.396
Start Date: 2009-01-02 End Date: 2017-06-30
Total days: 3101
Commissions: 603.65 Comm.% P/L 4.86 %
Total Transactions: 148 Log. Linearity: 32.770 %
Total enabled Long enabled Short GDX AU
Total Profit/Loss 12419.51 6388.96 6030.55 43371.70 -30952.19
Total Profit 34254.69 14915.84 19338.85 71888.79 50197.29
Total Loss 21835.18 8526.88 13308.30 28517.09 81149.48
Profit Factor 1.57 1.75 1.45 2.52 0.62
Trades 37 17 20 37 37
Winning Trades 26 14 12 21 18
Losing Trades 11 3 8 16 19
% Profitable 70.00 82.00 60.00 56.00 48.00
Profit/Loss Per Trade % 2.22 2.08 2.33 4.47 -10.58
Profit Per Trade % 7.38 5.77 9.30 16.54 14.53
Loss Per Trade % 8.25 12.16 6.83 9.17 18.60
Days In Trade 2691 1151 1540 2691 2691
Days In Trade (Avg. Per Trade) 72.73 67.71 77.00 72.73 72.73
% Days In Trade 86.78 37.12 49.66 86.78 86.78
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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.