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Model: Ratio
HQ Backtest XLE vs VDE
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
XLE Energy Select Sector SPDR (ETF) NYSEARCA 17240 1.11 256.03 71.3 0 0
VDE Vanguard Energy ETF NYSEARCA 3870 1.15 41.98 97.53 0 0
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 3 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: 10139.64
Total net P/L: 139.64 Total ROI: 1.40 %
CAGR: 0.23 % Max. DD: 2.21 %
System Score: 0.009 Sharpe Ratio: 0.481
Start Date: 2013-01-02 End Date: 2018-11-30
Total days: 2158
Commissions: 444.00 Comm.% P/L 76.07 %
Total Transactions: 444 Log. Linearity: 33.230 %
Total enabled Long enabled Short XLE VDE
Total Profit/Loss 583.64 106.07 477.57 1975.88 -1392.24
Total Profit 1291.32 445.77 845.55 9282.27 7788.04
Total Loss 707.68 339.70 367.98 7306.39 9180.28
Profit Factor 1.82 1.31 2.30 1.27 0.85
Trades 111 43 68 111 111
Winning Trades 63 23 40 55 57
Losing Trades 48 20 28 56 54
% Profitable 56.00 53.00 58.00 49.00 51.00
Profit/Loss Per Trade % 0.05 0.02 0.07 0.16 -0.14
Profit Per Trade % 0.21 0.19 0.21 1.68 1.37
Loss Per Trade % 0.15 0.17 0.13 1.31 1.69
Days In Trade 461 175 286 461 461
Days In Trade (Avg. Per Trade) 4.15 4.07 4.21 4.15 4.15
% Days In Trade 21.36 8.11 13.25 21.36 21.36
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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.