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Model: Ratio
HQ Backtest KRE vs TLT
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
KRE SPDR KBW Regional Banking (ETF) NYSEARCA 5420 1.17 74.72 62.37 0 0
TLT iShares Barclays 20+ Yr Treas.Bond (ETF) NASDAQ 6590 -0.23 54.79 120.71 10520000 6080000
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: 9070.71
Total net P/L: -929.29 Total ROI: -9.29 %
CAGR: -1.10 % Max. DD: 49.23 %
System Score: -0.171 Sharpe Ratio: 0.263
Start Date: 2010-01-04 End Date: 2018-10-31
Total days: 3222
Commissions: 627.88 Comm.% P/L 208.32 %
Total Transactions: 532 Log. Linearity: 53.817 %
Total enabled Long enabled Short KRE TLT
Total Profit/Loss -301.41 1565.81 -1867.22 -1663.30 1361.89
Total Profit 22644.68 12961.26 9683.42 15918.72 10858.37
Total Loss 22946.09 11395.45 11550.64 17582.02 9496.48
Profit Factor 0.99 1.14 0.84 0.91 1.14
Trades 133 63 70 133 133
Winning Trades 82 42 40 80 78
Losing Trades 51 21 30 53 54
% Profitable 61.00 66.00 57.00 60.00 58.00
Profit/Loss Per Trade % -0.02 0.27 -0.28 -0.09 0.13
Profit Per Trade % 3.29 3.61 2.94 2.39 1.60
Loss Per Trade % 4.76 5.44 4.28 3.57 1.91
Days In Trade 1782 769 1013 1782 1782
Days In Trade (Avg. Per Trade) 13.40 12.21 14.47 13.40 13.40
% Days In Trade 55.31 23.87 31.44 55.31 55.31
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Trade Log
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G+ 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.