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Model: Ratio
HQ Backtest VOO vs SPLG
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
VOO Vanguard S&P 500 ETF 0.0098 554.95 6817702
SPLG SPDR® Portfolio S&P 500 ETF 0.0227 71.01 8533558
Entry Threshold: 2.00 Exit Threshold: 0.50
Max Duration: 40 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 0.02 / 0.02
Initial Capital: 10000.00 Final Equity: 10450.45
Total net P/L: 450.45 Total ROI: 4.50 %
CAGR: 0.87 % Max. DD: 0.50 %
System Score: 0.835 Sharpe Ratio: 2.687
Start Date: 2020-01-02 End Date: 2025-01-31
Total days: 1856
Commissions: 131.32 Comm.% P/L 22.57 %
Total Transactions: 124 Log. Linearity: 98.637 %
Total enabled Long enabled Short VOO SPLG
Total Profit/Loss 581.77 34.20 547.57 1136.33 -554.56
Total Profit 621.75 48.83 572.92 3584.80 2767.77
Total Loss 39.98 14.63 25.35 2448.47 3322.33
Profit Factor 15.55 3.34 22.60 1.46 0.83
Trades 31 9 22 31 31
Winning Trades 26 5 21 19 16
Losing Trades 5 4 1 12 15
% Profitable 83.00 55.00 95.00 61.00 51.00
Profit/Loss Per Trade % 0.18 0.04 0.24 0.31 -0.22
Profit Per Trade % 0.23 0.10 0.27 1.84 1.67
Loss Per Trade % 0.08 0.04 0.25 1.98 2.16
Days In Trade 173 53 120 173 173
Days In Trade (Avg. Per Trade) 5.58 5.89 5.45 5.58 5.58
% Days In Trade 9.32 2.86 6.47 9.32 9.32
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Trade Log
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FB LN TW

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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.