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Model: Ratio
HQ Backtest SLV vs GLD
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SLV iShares Silver Trust 22.51 16418433
GLD SPDR® Gold Shares 203.1 6833780
Entry Threshold: 2.30 Exit Threshold: 0.00
Max Duration: 21 Entry Mode: Uptick Reversals:
MA Period: 21 MA Type: EMA StdDev Period: 21
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: 5357.93
Total net P/L: -4642.07 Total ROI: -46.42 %
CAGR: -10.02 % Max. DD: 50.48 %
System Score: -2.052 Sharpe Ratio: -1.658
Start Date: 2016-01-04 End Date: 2021-11-30
Total days: 2157
Commissions: 403.69 Comm.% P/L 9.52 %
Total Transactions: 220 Log. Linearity: 58.939 %
Total enabled Long enabled Short SLV GLD
Total Profit/Loss -4238.38 -1833.30 -2405.08 -3491.65 -746.73
Total Profit 3911.99 2583.67 1328.32 7009.98 4161.89
Total Loss 8150.37 4416.97 3733.40 10501.63 4908.62
Profit Factor 0.48 0.58 0.36 0.67 0.85
Trades 55 33 22 55 55
Winning Trades 34 21 13 35 23
Losing Trades 21 12 9 20 32
% Profitable 61.00 63.00 59.00 63.00 41.00
Profit/Loss Per Trade % -1.04 -0.68 -1.59 -1.03 -0.17
Profit Per Trade % 1.30 1.36 1.19 2.24 2.16
Loss Per Trade % 4.37 3.71 5.24 5.84 1.80
Days In Trade 920 573 347 920 920
Days In Trade (Avg. Per Trade) 16.73 17.36 15.77 16.73 16.73
% Days In Trade 42.65 26.56 16.09 42.65 42.65
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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.