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Model: Ratio
HQ Backtest VCSH vs TIP
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
VCSH Vanguard Short Term Corporate Bond ETF Financial NASDAQ 21480 0 0 1580000 2220000
TIP iShares Barclays TIPS Bond Fund (ETF) NYSEARCA 23770 0.03 208.29 114.08 0 226435
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: 14370.25
Total net P/L: 4370.25 Total ROI: 43.70 %
CAGR: 4.75 % Max. DD: 27.56 %
System Score: 1.373 Sharpe Ratio: 1.022
Start Date: 2010-02-09 End Date: 2017-11-30
Total days: 2851
Commissions: 1048.71 Comm.% P/L 19.35 %
Total Transactions: 356 Log. Linearity: 66.110 %
Total enabled Long enabled Short VCSH TIP
Total Profit/Loss 5418.96 3712.49 1706.47 -2480.12 7899.08
Total Profit 16586.90 9253.75 7333.15 4975.99 20210.93
Total Loss 11167.94 5541.26 5626.68 7456.11 12311.85
Profit Factor 1.49 1.67 1.30 0.67 1.64
Trades 89 45 44 89 89
Winning Trades 62 31 31 35 64
Losing Trades 27 14 13 54 25
% Profitable 69.00 68.00 70.00 39.00 71.00
Profit/Loss Per Trade % 0.52 0.72 0.30 -0.27 0.75
Profit Per Trade % 2.50 2.85 2.15 1.30 2.91
Loss Per Trade % 3.79 3.75 3.83 1.26 4.44
Days In Trade 1167 587 580 1167 1167
Days In Trade (Avg. Per Trade) 13.11 13.04 13.18 13.11 13.11
% Days In Trade 40.93 20.59 20.34 40.93 40.93
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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.