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Model: Ratio
HQ Backtest DIA vs SPY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
DIA SPDR Dow Jones Industrial Average ETF Trust 0.0115 485.4 4567273
SPY SPDR S&P 500 ETF Trust 0.0082 681.76 76982872
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: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 9271.53
Total net P/L: -728.47 Total ROI: -7.28 %
CAGR: -0.75 % Max. DD: 9.27 %
System Score: -0.117 Sharpe Ratio: -1.228
Start Date: 2015-04-01 End Date: 2025-03-31
Total days: 3652
Commissions: 544.00 Comm.% P/L 294.90 %
Total Transactions: 544 Log. Linearity: 53.768 %
Total enabled Long enabled Short DIA SPY
Total Profit/Loss -184.47 -68.73 -115.74 -894.37 709.90
Total Profit 2364.86 1318.26 1046.60 5555.36 6409.92
Total Loss 2549.33 1386.99 1162.34 6449.73 5700.02
Profit Factor 0.93 0.95 0.90 0.86 1.12
Trades 136 75 61 136 136
Winning Trades 86 47 39 68 73
Losing Trades 50 28 22 68 63
% Profitable 63.00 62.00 63.00 50.00 53.00
Profit/Loss Per Trade % -0.01 -0.01 -0.02 -0.07 0.05
Profit Per Trade % 0.28 0.29 0.28 0.83 0.90
Loss Per Trade % 0.52 0.51 0.54 0.97 0.92
Days In Trade 1749 1008 741 1749 1749
Days In Trade (Avg. Per Trade) 12.86 13.44 12.15 12.86 12.86
% Days In Trade 47.89 27.60 20.29 47.89 47.89
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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.