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Model: Ratio
HQ Backtest USO vs XLE
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
USO United States Oil Fund LP (ETF) NYSEARCA 1880 0.77 145.57 12.57 0 0
XLE Energy Select Sector SPDR (ETF) NYSEARCA 17240 1.11 256.03 71.3 0 0
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: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 4525.09
Total net P/L: -5474.91 Total ROI: -54.75 %
CAGR: -14.45 % Max. DD: 57.85 %
System Score: -11.643 Sharpe Ratio: -2.003
Start Date: 2013-01-02 End Date: 2018-01-31
Total days: 1855
Commissions: 386.54 Comm.% P/L 7.60 %
Total Transactions: 272 Log. Linearity: 93.062 %
Total enabled Long enabled Short USO XLE
Total Profit/Loss -5088.37 -5332.60 244.23 -3798.97 -1289.40
Total Profit 5259.24 2450.40 2808.84 6522.28 3574.75
Total Loss 10347.60 7782.99 2564.61 10321.25 4864.15
Profit Factor 0.51 0.31 1.10 0.63 0.73
Trades 68 35 33 68 68
Winning Trades 37 16 21 38 33
Losing Trades 31 19 12 30 35
% Profitable 54.00 45.00 63.00 55.00 48.00
Profit/Loss Per Trade % -1.06 -2.23 0.19 -0.87 -0.26
Profit Per Trade % 2.38 2.48 2.30 2.80 1.77
Loss Per Trade % 4.88 5.85 3.37 5.13 2.11
Days In Trade 923 529 394 923 923
Days In Trade (Avg. Per Trade) 13.57 15.11 11.94 13.57 13.57
% Days In Trade 49.76 28.52 21.24 49.76 49.76
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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.