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Model: Ratio
HQ Backtest SOXX vs NVDA
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SOXX iShares Semiconductor ETF 0.0155 208.54 3233795
NVDA NVIDIA Corporation Technology Semiconductors 1991925 0.0002 796.77 48686500
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 25 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: SMA StdDev Period: 15
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 20000.00 Final Equity: 16046.38
Total net P/L: -3953.62 Total ROI: -19.77 %
CAGR: -10.50 % Max. DD: 41.46 %
System Score: -0.077 Sharpe Ratio: -0.495
Start Date: 2016-01-04 End Date: 2017-12-29
Total days: 725
Commissions: 140.39 Comm.% P/L 3.68 %
Total Transactions: 116 Log. Linearity: 19.397 %
Total enabled Long enabled Short SOXX NVDA
Total Profit/Loss -3813.23 -4055.23 242.00 2733.03 -6546.26
Total Profit 7715.60 5047.27 2668.33 7767.15 11626.47
Total Loss 11528.83 9102.50 2426.33 5034.12 18172.73
Profit Factor 0.67 0.55 1.10 1.54 0.64
Trades 29 21 8 29 29
Winning Trades 19 14 5 15 16
Losing Trades 10 7 3 14 13
% Profitable 65.00 66.00 62.00 51.00 55.00
Profit/Loss Per Trade % -0.73 -1.21 0.56 0.35 -1.40
Profit Per Trade % 2.83 2.45 3.91 3.03 4.99
Loss Per Trade % 6.78 7.68 4.71 2.39 8.02
Days In Trade 424 316 108 424 424
Days In Trade (Avg. Per Trade) 14.62 15.05 13.50 14.62 14.62
% Days In Trade 58.48 43.59 14.90 58.48 58.48
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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.