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Model: Ratio
HQ Backtest FEZ vs IEUR
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
FEZ SPDR® EURO STOXX 50 ETF 0.013 61.86 2046153
IEUR iShares Core MSCI Europe ETF 0 67.62 995229
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: 100000.00 Final Equity: 114785.89
Total net P/L: 14785.89 Total ROI: 14.79 %
CAGR: 2.58 % Max. DD: 7.46 %
System Score: 0.996 Sharpe Ratio: 1.569
Start Date: 2016-01-04 End Date: 2021-05-31
Total days: 1974
Commissions: 4170.72 Comm.% P/L 22.00 %
Total Transactions: 308 Log. Linearity: 72.780 %
Total enabled Long enabled Short FEZ IEUR
Total Profit/Loss 18956.61 11099.73 7856.89 -2519.31 21475.92
Total Profit 39518.60 20912.47 18606.13 103913.13 108133.17
Total Loss 20561.98 9812.74 10749.24 106432.44 86657.25
Profit Factor 1.92 2.13 1.73 0.98 1.25
Trades 77 37 40 77 77
Winning Trades 59 26 33 47 37
Losing Trades 18 11 7 30 40
% Profitable 76.00 70.00 82.00 61.00 48.00
Profit/Loss Per Trade % 0.23 0.28 0.18 -0.08 0.15
Profit Per Trade % 0.61 0.74 0.51 1.99 2.48
Loss Per Trade % 1.01 0.79 1.35 2.99 1.95
Days In Trade 870 443 427 870 870
Days In Trade (Avg. Per Trade) 11.30 11.97 10.68 11.30 11.30
% Days In Trade 44.07 22.44 21.63 44.07 44.07
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Trade Log
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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.