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Model: Ratio
HQ Backtest LQD vs SPY
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
LQD iShares IBoxx $ Invest Grade Corp Bd Fd NYSEARCA 31560 0.1 269.77 118.35 0 0
SPY SPDR SP 500 ETF NYSEARCA 244920 1.01 956.31 248.59 0 13380000
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: 15.0 Margin Req. 2: 15.0 High Leverage
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 58472.86
Total net P/L: 48472.86 Total ROI: 484.73 %
CAGR: 17.42 % Max. DD: 79.16 %
System Score: 13.188 Sharpe Ratio: 1.888
Start Date: 2007-01-02 End Date: 2017-12-29
Total days: 4014
Commissions: 2178.50 Comm.% P/L 4.30 %
Total Transactions: 680 Log. Linearity: 91.141 %
Total enabled Long enabled Short LQD SPY
Total Profit/Loss 50651.36 -1385.31 52036.67 6321.72 44329.64
Total Profit 165280.71 63954.64 101326.07 55386.48 155704.18
Total Loss 114629.35 65339.95 49289.40 49064.76 111374.55
Profit Factor 1.44 0.98 2.06 1.13 1.40
Trades 170 90 80 170 170
Winning Trades 118 56 62 105 114
Losing Trades 52 34 18 65 56
% Profitable 69.00 62.00 77.00 61.00 67.00
Profit/Loss Per Trade % 1.10 0.99 1.22 0.67 0.36
Profit Per Trade % 6.37 5.85 6.85 2.71 5.98
Loss Per Trade % 8.39 6.30 12.45 2.48 8.71
Days In Trade 1926 1165 761 1926 1926
Days In Trade (Avg. Per Trade) 11.33 12.94 9.51 11.33 11.33
% Days In Trade 47.98 29.02 18.96 47.98 47.98
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Trade Log
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G+ 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.