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Model: Ratio
HQ Backtest VCIT vs BNDX
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
VCIT Vanguard Intermediate Tm Cpte Bd ETF Financial NASDAQ 17570 0 0 1040000 1030000
BNDX Vanguard Total International Bond ETF NASDAQ 8490 0 0 880471 600019
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: 10919.99
Total net P/L: 919.99 Total ROI: 9.20 %
CAGR: 2.08 % Max. DD: 23.63 %
System Score: 0.006 Sharpe Ratio: 0.511
Start Date: 2013-08-19 End Date: 2017-11-30
Total days: 1564
Commissions: 870.66 Comm.% P/L 48.62 %
Total Transactions: 196 Log. Linearity: 14.514 %
Total enabled Long enabled Short VCIT BNDX
Total Profit/Loss 1790.65 -1051.11 2841.77 3350.61 -1559.96
Total Profit 7140.10 2606.08 4534.02 9448.02 6423.85
Total Loss 5349.45 3657.19 1692.25 6097.41 7983.81
Profit Factor 1.33 0.71 2.68 1.55 0.80
Trades 49 26 23 49 49
Winning Trades 32 15 17 29 21
Losing Trades 17 11 6 20 28
% Profitable 65.00 57.00 73.00 59.00 42.00
Profit/Loss Per Trade % 0.33 -0.28 1.03 0.60 -0.35
Profit Per Trade % 1.92 1.54 2.26 2.84 2.54
Loss Per Trade % 2.56 2.69 2.34 2.49 2.42
Days In Trade 721 405 316 721 721
Days In Trade (Avg. Per Trade) 14.71 15.58 13.74 14.71 14.71
% Days In Trade 46.10 25.90 20.20 46.10 46.10
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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.