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Model: Ratio
HQ Backtest GLD vs TLT
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
GLD SPDR Gold Trust (ETF) NYSEARCA 35210 -0.15 280.88 126.15 0 0
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: 100 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: 17199.96
Total net P/L: 7199.96 Total ROI: 72.00 %
CAGR: 5.58 % Max. DD: 21.94 %
System Score: 3.116 Sharpe Ratio: 1.432
Start Date: 2010-01-04 End Date: 2019-12-31
Total days: 3648
Commissions: 528.00 Comm.% P/L 6.83 %
Total Transactions: 528 Log. Linearity: 82.364 %
Total enabled Long enabled Short GLD TLT
Total Profit/Loss 7727.96 4387.14 3340.82 5472.67 2255.29
Total Profit 22971.95 12542.87 10429.08 20000.13 17786.89
Total Loss 15243.99 8155.73 7088.26 14527.46 15531.60
Profit Factor 1.51 1.54 1.47 1.38 1.15
Trades 132 76 56 132 132
Winning Trades 94 54 40 80 84
Losing Trades 38 22 16 52 48
% Profitable 71.00 71.00 71.00 60.00 63.00
Profit/Loss Per Trade % 0.44 0.44 0.44 0.27 0.16
Profit Per Trade % 1.83 1.75 1.95 1.79 1.55
Loss Per Trade % 2.81 2.59 3.11 1.99 2.20
Days In Trade 1876 1002 874 1876 1876
Days In Trade (Avg. Per Trade) 14.21 13.18 15.61 14.21 14.21
% Days In Trade 51.43 27.47 23.96 51.43 51.43
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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.