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Model: Ratio
HQ Backtest BAC vs TLT
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
BAC Bank of America Corp Financial NYSE 329540 1.34 10236.17 31.63 80840000 83450000
TLT iShares Barclays 20+ Yr Treas.Bond (ETF) NASDAQ 6590 -0.23 54.79 120.71 10520000 6080000
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: 1664.64
Total net P/L: -8335.36 Total ROI: -83.35 %
CAGR: -12.09 % Max. DD: 90.77 %
System Score: -7.658 Sharpe Ratio: -0.150
Start Date: 2006-01-02 End Date: 2019-11-29
Total days: 5079
Commissions: 1204.51 Comm.% P/L 16.89 %
Total Transactions: 780 Log. Linearity: 85.883 %
Total enabled Long enabled Short BAC TLT
Total Profit/Loss -7130.85 -4370.40 -2760.45 -7631.60 500.75
Total Profit 40111.77 23121.15 16990.62 34522.99 10687.79
Total Loss 47242.62 27491.55 19751.07 42154.59 10187.04
Profit Factor 0.85 0.84 0.86 0.82 1.05
Trades 195 99 96 195 195
Winning Trades 113 62 51 109 105
Losing Trades 82 37 45 85 88
% Profitable 57.00 62.00 53.00 55.00 53.00
Profit/Loss Per Trade % -0.80 -0.69 -0.91 -0.78 0.05
Profit Per Trade % 4.95 5.13 4.72 4.25 1.55
Loss Per Trade % 7.51 8.58 6.63 6.29 1.68
Days In Trade 2563 1241 1322 2563 2563
Days In Trade (Avg. Per Trade) 13.14 12.54 13.77 13.14 13.14
% Days In Trade 50.46 24.43 26.03 50.46 50.46
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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.