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Model: Ratio
HQ Backtest VCIT vs MUB
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 78.62 7058936
MUB iShares National Muni Bond ETF 0 106.52 4290727
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: 32044.95
Total net P/L: 22044.95 Total ROI: 220.45 %
CAGR: 16.08 % Max. DD: 21.65 %
System Score: 11.295 Sharpe Ratio: 2.745
Start Date: 2010-02-09 End Date: 2017-11-30
Total days: 2851
Commissions: 2222.77 Comm.% P/L 9.16 %
Total Transactions: 388 Log. Linearity: 88.896 %
Total enabled Long enabled Short VCIT MUB
Total Profit/Loss 24267.72 10703.15 13564.58 18494.59 5773.14
Total Profit 40411.45 16405.42 24006.03 38700.19 35960.74
Total Loss 16143.72 5702.27 10441.45 20205.60 30187.60
Profit Factor 2.50 2.88 2.30 1.92 1.19
Trades 97 41 56 97 97
Winning Trades 75 32 43 59 52
Losing Trades 22 9 13 38 45
% Profitable 77.00 78.00 76.00 60.00 53.00
Profit/Loss Per Trade % 1.31 1.50 1.18 0.76 0.42
Profit Per Trade % 2.79 2.65 2.90 3.09 3.71
Loss Per Trade % 3.42 2.43 4.11 2.69 3.06
Days In Trade 1179 499 680 1179 1179
Days In Trade (Avg. Per Trade) 12.15 12.17 12.14 12.15 12.15
% Days In Trade 41.35 17.50 23.85 41.35 41.35
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Trade Log
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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.