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Model: Ratio
HQ Backtest VTI vs SPY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
VTI Vanguard Total Stock Market Index Fund ETF Shares 494625 0.0084 335.8 3890029
SPY SPDR S&P 500 ETF Trust 0.0083 683.34 71676344
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: 10057.26
Total net P/L: 57.26 Total ROI: 0.57 %
CAGR: 1.18 % Max. DD: 0.63 %
System Score: 0.174 Sharpe Ratio: 0.506
Start Date: 2021-01-04 End Date: 2021-06-30
Total days: 177
Commissions: 28.00 Comm.% P/L 32.84 %
Total Transactions: 28 Log. Linearity: 52.781 %
Total enabled Long enabled Short VTI SPY
Total Profit/Loss 85.26 89.01 -3.75 677.90 -592.64
Total Profit 127.75 100.49 27.26 1162.54 480.89
Total Loss 42.49 11.48 31.01 484.64 1073.53
Profit Factor 3.01 8.75 0.88 2.40 0.45
Trades 7 4 3 7 7
Winning Trades 4 3 1 4 3
Losing Trades 3 1 2 3 4
% Profitable 57.00 75.00 33.00 57.00 42.00
Profit/Loss Per Trade % 0.12 0.22 -0.01 0.93 -0.89
Profit Per Trade % 0.32 0.33 0.27 2.87 1.59
Loss Per Trade % 0.14 0.11 0.15 1.61 2.65
Days In Trade 98 52 46 98 98
Days In Trade (Avg. Per Trade) 14.00 13.00 15.33 14.00 14.00
% Days In Trade 55.37 29.38 25.99 55.37 55.37
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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.