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Model: Ratio
HQ Backtest IVV vs PUTW
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
IVV iShares SP 500 Index (ETF) NYSEARCA 158310 1.02 570.83 276.59 0 0
PUTW WisdomTree CBOE SP 500 PutWrite Strategy Fund NYSEARCA 7.85 0 0 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: 10144.99
Total net P/L: 144.99 Total ROI: 1.45 %
CAGR: 0.54 % Max. DD: 7.50 %
System Score: 0.012 Sharpe Ratio: 0.247
Start Date: 2016-05-03 End Date: 2018-12-31
Total days: 972
Commissions: 235.46 Comm.% P/L 61.89 %
Total Transactions: 164 Log. Linearity: 27.691 %
Total enabled Long enabled Short IVV PUTW
Total Profit/Loss 380.45 417.84 -37.39 1400.17 -1019.72
Total Profit 1689.38 709.18 980.20 3199.11 809.02
Total Loss 1308.93 291.34 1017.59 1798.94 1828.74
Profit Factor 1.29 2.43 0.96 1.78 0.44
Trades 41 17 24 41 41
Winning Trades 26 12 14 28 17
Losing Trades 15 5 10 13 24
% Profitable 63.00 70.00 58.00 68.00 41.00
Profit/Loss Per Trade % 0.09 0.25 -0.02 0.34 -0.26
Profit Per Trade % 0.66 0.59 0.71 1.16 0.48
Loss Per Trade % 0.87 0.58 1.01 1.38 0.77
Days In Trade 492 209 283 492 492
Days In Trade (Avg. Per Trade) 12.00 12.29 11.79 12.00 12.00
% Days In Trade 50.62 21.50 29.12 50.62 50.62
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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.