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Model: Ratio
HQ Backtest VOT vs NIE
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
VOT Vanguard Mid-Cap Growth ETF NYSEARCA 3350 0 0 0 0
NIE AGIC Equity Convertible Income Fund. Financial NYSE 595.47 1 27.71 21.66 129060 63165
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 20 MA Type: SMA StdDev Period: 20
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: 5000.00 Final Equity: 10590.49
Total net P/L: 5590.49 Total ROI: 111.81 %
CAGR: 22.74 % Max. DD: 4.18 %
System Score: 19.529 Sharpe Ratio: 4.380
Start Date: 2018-01-02 End Date: 2021-08-31
Total days: 1337
Commissions: 269.31 Comm.% P/L 4.60 %
Total Transactions: 212 Log. Linearity: 95.054 %
Total enabled Long enabled Short VOT NIE
Total Profit/Loss 5859.80 2406.89 3452.91 2288.53 3571.27
Total Profit 6217.79 2440.43 3777.36 5602.04 6503.88
Total Loss 357.99 33.54 324.45 3313.51 2932.61
Profit Factor 17.37 72.76 11.64 1.69 2.22
Trades 53 20 33 53 53
Winning Trades 45 19 26 33 36
Losing Trades 8 1 7 20 17
% Profitable 84.00 95.00 78.00 62.00 67.00
Profit/Loss Per Trade % 1.50 1.53 1.48 0.70 0.70
Profit Per Trade % 1.87 1.65 2.04 2.48 2.40
Loss Per Trade % 0.58 0.64 0.57 2.13 2.73
Days In Trade 578 186 392 578 578
Days In Trade (Avg. Per Trade) 10.91 9.30 11.88 10.91 10.91
% Days In Trade 43.23 13.91 29.32 43.23 43.23
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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.