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Model: Ratio
HQ Backtest IEF vs VGIT
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
IEF iShares Barclays 7-10 Year Trasry Bnd Fd NASDAQ 8500 -0.13 82.84 102.96 3290000 3600000
VGIT Vanguard Intmdte Tm Govt Bd ETF Financial NASDAQ 1690 0 0 152431 100420
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: 9731.62
Total net P/L: -268.38 Total ROI: -2.68 %
CAGR: -0.47 % Max. DD: 5.27 %
System Score: -0.003 Sharpe Ratio: -0.761
Start Date: 2014-01-02 End Date: 2019-09-30
Total days: 2097
Commissions: 316.00 Comm.% P/L 663.57 %
Total Transactions: 316 Log. Linearity: 17.772 %
Total enabled Long enabled Short IEF VGIT
Total Profit/Loss 47.62 93.54 -45.92 324.64 -277.02
Total Profit 1139.98 531.72 608.26 3143.23 1845.74
Total Loss 1092.36 438.18 654.18 2818.59 2122.76
Profit Factor 1.04 1.21 0.93 1.12 0.87
Trades 79 34 45 79 79
Winning Trades 53 24 29 51 30
Losing Trades 26 10 16 28 49
% Profitable 67.00 70.00 64.00 64.00 37.00
Profit/Loss Per Trade % 0.01 0.03 -0.01 0.04 -0.04
Profit Per Trade % 0.21 0.22 0.21 0.62 0.61
Loss Per Trade % 0.42 0.43 0.41 1.00 0.43
Days In Trade 1015 378 637 1015 1015
Days In Trade (Avg. Per Trade) 12.85 11.12 14.16 12.85 12.85
% Days In Trade 48.40 18.03 30.38 48.40 48.40
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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.