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Model: Ratio
HQ Backtest IIM vs IQI
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IIM Invesco Value Municipal Income Closed Fund Financial Services Asset Management 536 0.0523 11.46 135749
IQI Invesco Quality Municipal Income Closed Fund Financial Services Asset Management 491 0.0521 9.35 146547
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 20 MA Type: SMA StdDev Period: 20
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: 10645.44
Total net P/L: 645.44 Total ROI: 6.45 %
CAGR: 1.09 % Max. DD: 8.56 %
System Score: 0.148 Sharpe Ratio: 0.546
Start Date: 2015-01-02 End Date: 2020-09-30
Total days: 2098
Commissions: 941.16 Comm.% P/L 59.32 %
Total Transactions: 256 Log. Linearity: 51.289 %
Total enabled Long enabled Short IIM IQI
Total Profit/Loss 1586.60 1014.25 572.35 -25.16 1611.76
Total Profit 3728.76 2334.47 1394.29 3782.54 4724.56
Total Loss 2142.16 1320.22 821.94 3807.70 3112.80
Profit Factor 1.74 1.77 1.70 0.99 1.52
Trades 64 38 26 64 64
Winning Trades 39 25 14 30 35
Losing Trades 25 13 12 34 28
% Profitable 60.00 65.00 53.00 46.00 54.00
Profit/Loss Per Trade % 0.25 0.27 0.22 -0.01 0.23
Profit Per Trade % 0.97 0.94 1.00 1.28 1.35
Loss Per Trade % 0.86 1.02 0.69 1.12 1.12
Days In Trade 875 508 367 875 875
Days In Trade (Avg. Per Trade) 13.67 13.37 14.12 13.67 13.67
% Days In Trade 41.71 24.21 17.49 41.71 41.71
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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.