Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In


×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Ratio
HQ Backtest SHV vs BIL
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
SHV iShares Barclays Short Treasury Bond Fnd NASDAQ 9900 0 0 1310000 3930000
BIL SPDR Barclays Capital 1-3 Month T- (ETF) NYSEARCA 1840 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: 9930.53
Total net P/L: -69.47 Total ROI: -0.69 %
CAGR: -0.13 % Max. DD: 0.69 %
System Score: -0.103 Sharpe Ratio: -2.035
Start Date: 2014-01-02 End Date: 2019-05-31
Total days: 1975
Commissions: 104.00 Comm.% P/L 301.20 %
Total Transactions: 104 Log. Linearity: 92.969 %
Total enabled Long enabled Short SHV BIL
Total Profit/Loss 34.53 13.09 21.44 30.10 4.43
Total Profit 50.61 20.14 30.47 53.05 37.95
Total Loss 16.08 7.05 9.03 22.95 33.52
Profit Factor 3.15 2.86 3.37 2.31 1.13
Trades 26 12 14 26 26
Winning Trades 20 10 10 17 16
Losing Trades 6 2 4 9 10
% Profitable 76.00 83.00 71.00 65.00 61.00
Profit/Loss Per Trade % 0.01 0.01 0.02 0.01 0.00
Profit Per Trade % 0.03 0.02 0.03 0.03 0.02
Loss Per Trade % 0.03 0.04 0.02 0.03 0.03
Days In Trade 281 129 152 281 281
Days In Trade (Avg. Per Trade) 10.81 10.75 10.86 10.81 10.81
% Days In Trade 14.23 6.53 7.70 14.23 14.23
loading
Trade Log
loading
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.