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Model: Ratio
HQ Backtest SSO vs SPY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SSO ProShares Ultra S&P500 0.0078 87.34 2706510
SPY SPDR S&P 500 ETF Trust 0.0097 583.09 57733846
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: 7167.29
Total net P/L: -2832.71 Total ROI: -28.33 %
CAGR: -2.27 % Max. DD: 44.19 %
System Score: -0.062 Sharpe Ratio: -0.353
Start Date: 2006-08-29 End Date: 2021-02-26
Total days: 5295
Commissions: 1358.10 Comm.% P/L 92.10 %
Total Transactions: 804 Log. Linearity: 30.074 %
Total enabled Long enabled Short SSO SPY
Total Profit/Loss -1474.61 827.40 -2302.02 243.29 -1717.90
Total Profit 18055.53 11293.69 6761.84 37503.10 17873.75
Total Loss 19530.14 10466.28 9063.86 37259.80 19591.65
Profit Factor 0.92 1.08 0.75 1.01 0.91
Trades 201 89 112 201 201
Winning Trades 128 67 61 128 69
Losing Trades 73 22 51 73 132
% Profitable 63.00 75.00 54.00 63.00 34.00
Profit/Loss Per Trade % -0.09 0.12 -0.25 -0.14 -0.21
Profit Per Trade % 1.67 2.01 1.30 3.44 2.87
Loss Per Trade % 2.95 5.08 2.05 5.54 1.75
Days In Trade 2628 977 1651 2628 2628
Days In Trade (Avg. Per Trade) 13.07 10.98 14.74 13.07 13.07
% Days In Trade 49.63 18.45 31.18 49.63 49.63
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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.