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Model: Ratio
HQ Backtest SHY vs SPSB
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
SHY iShares Barclays 1-3 Year Treasry Bnd Fd NASDAQ 11370 -0.02 136.08 83.56 1430000 878523
SPSB SPDR Barclays Cptl Shrt Term Corp Bd ETF NYSEARCA 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: 9890.60
Total net P/L: -109.40 Total ROI: -1.09 %
CAGR: -0.20 % Max. DD: 1.42 %
System Score: -0.060 Sharpe Ratio: -0.717
Start Date: 2014-01-02 End Date: 2019-05-31
Total days: 1975
Commissions: 273.37 Comm.% P/L 166.71 %
Total Transactions: 208 Log. Linearity: 66.745 %
Total enabled Long enabled Short SHY SPSB
Total Profit/Loss 163.97 47.35 116.63 -23.32 187.29
Total Profit 413.39 144.47 268.92 301.81 492.53
Total Loss 249.41 97.12 152.29 325.13 305.24
Profit Factor 1.66 1.49 1.77 0.93 1.61
Trades 52 22 30 52 52
Winning Trades 37 13 24 27 34
Losing Trades 14 8 6 24 16
% Profitable 71.00 59.00 80.00 51.00 65.00
Profit/Loss Per Trade % 0.03 0.02 0.04 -0.00 0.04
Profit Per Trade % 0.11 0.11 0.11 0.11 0.15
Loss Per Trade % 0.18 0.12 0.25 0.14 0.19
Days In Trade 611 277 334 611 611
Days In Trade (Avg. Per Trade) 11.75 12.59 11.13 11.75 11.75
% Days In Trade 30.94 14.03 16.91 30.94 30.94
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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.