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 DVY vs SPY
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
DVY iShares Select Dividend ETF NASDAQ 17080 0.75 137.66 98.11 982317 461180
SPY SPDR SP 500 ETF NYSEARCA 244920 1.01 956.31 248.59 0 13380000
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: 12100.83
Total net P/L: 2100.83 Total ROI: 21.01 %
CAGR: 3.32 % Max. DD: 12.77 %
System Score: 0.310 Sharpe Ratio: 1.705
Start Date: 2014-01-02 End Date: 2019-10-31
Total days: 2128
Commissions: 388.00 Comm.% P/L 15.59 %
Total Transactions: 388 Log. Linearity: 45.350 %
Total enabled Long enabled Short DVY SPY
Total Profit/Loss 2488.83 1100.05 1388.79 -1538.36 4027.20
Total Profit 5120.69 2315.78 2804.91 5532.11 9119.59
Total Loss 2631.85 1215.73 1416.12 7070.47 5092.39
Profit Factor 1.95 1.90 1.98 0.78 1.79
Trades 97 55 42 97 97
Winning Trades 69 38 31 45 60
Losing Trades 28 17 11 52 37
% Profitable 71.00 69.00 73.00 46.00 61.00
Profit/Loss Per Trade % 0.24 0.19 0.30 -0.18 0.38
Profit Per Trade % 0.73 0.60 0.88 1.23 1.49
Loss Per Trade % 0.95 0.72 1.31 1.36 1.38
Days In Trade 1110 658 452 1110 1110
Days In Trade (Avg. Per Trade) 11.44 11.96 10.76 11.44 11.44
% Days In Trade 52.16 30.92 21.24 52.16 52.16
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.