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Model: Ratio
HQ Backtest VCIT vs VCSH
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
VCIT Vanguard Intermediate-Term Corporate Bond Index Fund ETF Shares 0.0346 78.34 7028212
VCSH Vanguard Short-Term Corporate Bond Index Fund ETF Shares 0.0294 76.46 4504961
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 20 MA Type: EMA StdDev Period: 20
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 10.0 Margin Req. 2: 10.0 High Leverage
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 17956.01
Total net P/L: 7956.01 Total ROI: 79.56 %
CAGR: 7.78 % Max. DD: 19.80 %
System Score: 5.215 Sharpe Ratio: 1.825
Start Date: 2010-02-09 End Date: 2017-11-30
Total days: 2851
Commissions: 1840.33 Comm.% P/L 18.79 %
Total Transactions: 412 Log. Linearity: 87.510 %
Total enabled Long enabled Short VCIT VCSH
Total Profit/Loss 9796.34 5318.37 4477.97 10928.33 -1131.98
Total Profit 22763.81 10793.04 11970.77 30162.96 8176.32
Total Loss 12967.47 5474.67 7492.80 19234.63 9308.31
Profit Factor 1.76 1.97 1.60 1.57 0.88
Trades 103 42 61 103 103
Winning Trades 73 31 42 68 45
Losing Trades 30 11 19 35 57
% Profitable 70.00 73.00 68.00 66.00 43.00
Profit/Loss Per Trade % 0.69 0.92 0.54 0.73 -0.10
Profit Per Trade % 2.21 2.49 2.01 3.13 1.26
Loss Per Trade % 2.86 3.28 2.62 3.65 1.14
Days In Trade 1330 493 837 1330 1330
Days In Trade (Avg. Per Trade) 12.91 11.74 13.72 12.91 12.91
% Days In Trade 46.65 17.29 29.36 46.65 46.65
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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.