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Model: Ratio
HQ Backtest IWM vs SPY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IWM iShares Russell 2000 ETF 0.0104 196.09 30923629
SPY SPDR S&P 500 ETF Trust 0.0103 554.32 57310898
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: 7993.00
Total net P/L: -2007.00 Total ROI: -20.07 %
CAGR: -4.26 % Max. DD: 26.16 %
System Score: -1.125 Sharpe Ratio: -1.120
Start Date: 2016-01-04 End Date: 2021-02-26
Total days: 1880
Commissions: 292.00 Comm.% P/L 17.03 %
Total Transactions: 292 Log. Linearity: 64.168 %
Total enabled Long enabled Short IWM SPY
Total Profit/Loss -1715.00 -464.90 -1250.10 -4727.43 3012.43
Total Profit 3586.96 2197.65 1389.31 8018.45 9047.19
Total Loss 5301.96 2662.55 2639.41 12745.88 6034.76
Profit Factor 0.68 0.83 0.53 0.63 1.50
Trades 73 36 37 73 73
Winning Trades 43 22 21 36 35
Losing Trades 30 14 16 37 38
% Profitable 58.00 61.00 56.00 49.00 47.00
Profit/Loss Per Trade % -0.26 -0.13 -0.39 -0.85 0.38
Profit Per Trade % 0.96 1.17 0.74 2.56 2.88
Loss Per Trade % 1.96 2.10 1.83 3.78 1.83
Days In Trade 996 486 510 996 996
Days In Trade (Avg. Per Trade) 13.64 13.50 13.78 13.64 13.64
% Days In Trade 52.98 25.85 27.13 52.98 52.98
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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.