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Model: Ratio
HQ Backtest TLT vs IYR
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
TLT iShares Barclays 20+ Yr Treas.Bond (ETF) NASDAQ 6590 -0.23 54.79 120.71 10520000 6080000
IYR iShares Dow Jones US Real Estate (ETF) NYSEARCA 3370 0.64 43.64 75.9 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: 17443.35
Total net P/L: 7443.35 Total ROI: 74.43 %
CAGR: 10.17 % Max. DD: 15.77 %
System Score: 9.079 Sharpe Ratio: 2.072
Start Date: 2014-01-02 End Date: 2019-09-30
Total days: 2097
Commissions: 305.59 Comm.% P/L 3.94 %
Total Transactions: 304 Log. Linearity: 96.293 %
Total enabled Long enabled Short TLT IYR
Total Profit/Loss 7748.94 4782.14 2966.80 1644.63 6104.31
Total Profit 14736.25 6626.88 8109.37 8563.05 11978.72
Total Loss 6987.31 1844.74 5142.57 6918.42 5874.41
Profit Factor 2.11 3.59 1.58 1.24 2.04
Trades 76 33 43 76 76
Winning Trades 62 27 35 47 59
Losing Trades 14 6 8 29 17
% Profitable 81.00 81.00 81.00 61.00 77.00
Profit/Loss Per Trade % 0.76 1.05 0.54 0.18 0.58
Profit Per Trade % 1.75 1.83 1.69 1.33 1.45
Loss Per Trade % 3.39 2.34 4.19 1.65 2.31
Days In Trade 726 311 415 726 726
Days In Trade (Avg. Per Trade) 9.55 9.42 9.65 9.55 9.55
% Days In Trade 34.62 14.83 19.79 34.62 34.62
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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.