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Model: Ratio
HQ Backtest TLT vs GLD
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
TLT iShares Barclays 20+ Yr Treas.Bond (ETF) NASDAQ 8980 -0.26 64.69 125.57 8410000 6740000
GLD SPDR Gold Trust (ETF) NYSEARCA 35510 -0.18 282.47 121.04 0 1500000
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: 10890.28
Total net P/L: 890.28 Total ROI: 8.90 %
CAGR: 1.47 % Max. DD: 20.01 %
System Score: 0.006 Sharpe Ratio: 0.432
Start Date: 2012-01-02 End Date: 2017-10-31
Total days: 2129
Commissions: 308.00 Comm.% P/L 25.70 %
Total Transactions: 308 Log. Linearity: 16.074 %
Total enabled Long enabled Short TLT GLD
Total Profit/Loss 1198.28 993.16 205.12 981.36 216.92
Total Profit 9454.35 3981.52 5472.83 6948.11 7759.97
Total Loss 8256.07 2988.36 5267.71 5966.75 7543.05
Profit Factor 1.15 1.33 1.04 1.16 1.03
Trades 77 32 45 77 77
Winning Trades 54 22 32 48 46
Losing Trades 23 10 13 29 31
% Profitable 70.00 68.00 71.00 62.00 59.00
Profit/Loss Per Trade % 0.15 0.30 0.04 0.12 0.02
Profit Per Trade % 1.73 1.76 1.71 1.40 1.65
Loss Per Trade % 3.37 2.81 3.80 1.93 2.30
Days In Trade 969 411 558 969 969
Days In Trade (Avg. Per Trade) 12.58 12.84 12.40 12.58 12.58
% Days In Trade 45.51 19.30 26.21 45.51 45.51
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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.