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Model: Ratio
HQ Backtest IWF vs IWD
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IWF iShares Russell 1000 Growth ETF 86184 0.0038 401.95 1547260
IWD iShares Russell 1000 Value ETF 48388 0.0139 188.91 2250422
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 100 Entry Mode: Uptick Reversals:
MA Period: 200 MA Type: EMA StdDev Period: 200
RSI Period: 100 RSI Threshold: 0
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.02 / 0.02
Initial Capital: 10000.00 Final Equity: 8565.31
Total net P/L: -1434.69 Total ROI: -14.35 %
CAGR: -1.96 % Max. DD: 21.32 %
System Score: -0.331 Sharpe Ratio: -1.624
Start Date: 2013-01-02 End Date: 2020-10-30
Total days: 2858
Commissions: 56.00 Comm.% P/L 4.06 %
Total Transactions: 56 Log. Linearity: 55.270 %
Total enabled Long enabled Short IWF IWD
Total Profit/Loss -1378.69 153.67 -1532.36 -533.40 -845.29
Total Profit 538.93 171.52 367.40 2368.25 1837.80
Total Loss 1917.61 17.85 1899.77 2901.65 2683.09
Profit Factor 0.28 9.61 0.19 0.82 0.68
Trades 14 3 11 14 14
Winning Trades 4 2 2 6 8
Losing Trades 10 1 9 8 6
% Profitable 28.00 66.00 18.00 42.00 57.00
Profit/Loss Per Trade % -1.06 0.51 -1.48 -0.52 -0.74
Profit Per Trade % 1.45 0.85 2.04 4.10 2.36
Loss Per Trade % 1.99 0.18 2.19 3.73 4.53
Days In Trade 1303 239 1064 1303 1303
Days In Trade (Avg. Per Trade) 93.07 79.67 96.73 93.07 93.07
% Days In Trade 45.59 8.36 37.23 45.59 45.59
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Trade Log
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FB LN TW

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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.