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Model: Ratio
HQ Backtest SPY vs VOO
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SPY SPDR S&P 500 ETF Trust 0.0113 499.52 77208153
VOO Vanguard S&P 500 ETF 0.0118 458.94 4783081
Entry Threshold: 0.10 Exit Threshold: 0.00
Max Duration: 60 Entry Mode: Simple Reversals:
MA Period: 300 MA Type: SMA StdDev Period: 300
RSI Period: 100 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: 1000000.00 Final Equity: 1342257.53
Total net P/L: 342257.53 Total ROI: 34.23 %
CAGR: 3.46 % Max. DD: 1.07 %
System Score: 2.967 Sharpe Ratio: 6.075
Start Date: 2011-11-03 End Date: 2020-06-30
Total days: 3162
Commissions: 38816.47 Comm.% P/L 10.19 %
Total Transactions: 1272 Log. Linearity: 95.045 %
Total enabled Long enabled Short SPY VOO
Total Profit/Loss 381074.00 187559.66 193514.33 412586.22 -31512.22
Total Profit 390488.74 196274.03 194214.70 3020180.66 2846671.33
Total Loss 9414.74 8714.37 700.37 2607594.44 2878183.55
Profit Factor 41.48 22.52 277.30 1.16 0.99
Trades 318 166 152 318 318
Winning Trades 307 157 150 154 172
Losing Trades 11 9 2 164 146
% Profitable 96.00 94.00 98.00 48.00 54.00
Profit/Loss Per Trade % 0.10 0.10 0.11 0.09 -0.04
Profit Per Trade % 0.11 0.11 0.11 1.67 1.41
Loss Per Trade % 0.07 0.08 0.03 1.35 1.68
Days In Trade 2899 1919 980 2899 2899
Days In Trade (Avg. Per Trade) 9.12 11.56 6.45 9.12 9.12
% Days In Trade 91.68 60.69 30.99 91.68 91.68
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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.