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Model: Ratio
HQ Backtest IEF vs SPY
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
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:
Inverted: IEF Transformed: n/a A=1000.0 B=0.1
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: 11225.55
Total net P/L: 1225.55 Total ROI: 12.26 %
CAGR: 1.16 % Max. DD: 22.24 %
System Score: 0.181 Sharpe Ratio: 0.535
Start Date: 2010-01-04 End Date: 2019-12-31
Total days: 3648
Commissions: 620.00 Comm.% P/L 33.59 %
Total Transactions: 620 Log. Linearity: 53.756 %
Total enabled Long enabled Short IEF SPY
Total Profit/Loss 1845.55 -3064.98 4910.53 270.21 1575.34
Total Profit 12527.28 3638.28 8889.00 5573.79 14006.57
Total Loss 10681.73 6703.26 3978.47 5303.59 12431.23
Profit Factor 1.17 0.54 2.23 1.05 1.13
Trades 155 82 73 155 155
Winning Trades 93 35 58 67 101
Losing Trades 62 47 15 88 54
% Profitable 60.00 42.00 79.00 43.00 65.00
Profit/Loss Per Trade % 0.12 -0.41 0.71 0.00 0.10
Profit Per Trade % 1.45 1.13 1.65 0.88 1.51
Loss Per Trade % 1.82 1.52 2.79 0.66 2.43
Days In Trade 1855 1135 720 1855 1855
Days In Trade (Avg. Per Trade) 11.97 13.84 9.86 11.97 11.97
% Days In Trade 50.85 31.11 19.74 50.85 50.85
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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.