Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VOO | Vanguard S&P 500 ETF | 0.0091 | 597.95 | 7030251 | |||
VTI | Vanguard Total Stock Market Index Fund ETF Shares | 494625 | 0.0087 | 320.98 | 3667955 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | SMA | 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: | 10392.29 |
Total net P/L: | 392.29 | Total ROI: | 3.92 % |
CAGR: | 0.70 % | Max. DD: | 2.63 % |
System Score: | 0.326 | Sharpe Ratio: | 1.033 |
Start Date: | 2016-01-04 | End Date: | 2021-06-30 |
Total days: | 2004 | ||
Commissions: | 336.00 | Comm.% P/L | 46.14 % |
Total Transactions: | 336 | Log. Linearity: | 77.408 % |
Total | ![]() |
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VOO | VTI | |
---|---|---|---|---|---|
Total Profit/Loss | 728.29 | 376.18 | 352.11 | 3384.91 | -2656.62 |
Total Profit | 1425.80 | 715.47 | 710.33 | 10947.03 | 8285.05 |
Total Loss | 697.51 | 339.29 | 358.22 | 7562.12 | 10941.67 |
Profit Factor | 2.04 | 2.11 | 1.98 | 1.45 | 0.76 |
Trades | 84 | 44 | 40 | 84 | 84 |
Winning Trades | 63 | 33 | 30 | 44 | 42 |
Losing Trades | 21 | 11 | 10 | 40 | 41 |
% Profitable | 75.00 | 75.00 | 75.00 | 52.00 | 50.00 |
Profit/Loss Per Trade % | 0.09 | 0.08 | 0.09 | 0.32 | -0.40 |
Profit Per Trade % | 0.22 | 0.21 | 0.23 | 2.36 | 1.91 |
Loss Per Trade % | 0.32 | 0.30 | 0.35 | 1.83 | 2.52 |
Days In Trade | 1005 | 519 | 486 | 1005 | 1005 |
Days In Trade (Avg. Per Trade) | 11.96 | 11.80 | 12.15 | 11.96 | 11.96 |
% Days In Trade | 50.15 | 25.90 | 24.25 | 50.15 | 50.15 |