Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VTI | Vanguard Total Stock Market Index Fund ETF Shares | 494625 | 0.0094 | 299.91 | 2934675 | ||
VOO | Vanguard S&P 500 ETF | 0.0098 | 556.15 | 5410123 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | 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: | 9908.68 |
Total net P/L: | -91.32 | Total ROI: | -0.91 % |
CAGR: | -0.84 % | Max. DD: | 1.32 % |
System Score: | -0.232 | Sharpe Ratio: | -0.836 |
Start Date: | 2024-01-02 | End Date: | 2025-01-31 |
Total days: | 395 | ||
Commissions: | 44.00 | Comm.% P/L | 92.99 % |
Total Transactions: | 44 | Log. Linearity: | 65.055 % |
Total | ![]() |
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VTI | VOO | |
---|---|---|---|---|---|
Total Profit/Loss | -47.32 | 17.25 | -64.57 | 129.81 | -177.13 |
Total Profit | 87.29 | 71.49 | 15.80 | 1187.56 | 1013.40 |
Total Loss | 134.61 | 54.24 | 80.37 | 1057.75 | 1190.53 |
Profit Factor | 0.65 | 1.32 | 0.20 | 1.12 | 0.85 |
Trades | 11 | 6 | 5 | 11 | 11 |
Winning Trades | 7 | 5 | 2 | 6 | 5 |
Losing Trades | 4 | 1 | 3 | 5 | 6 |
% Profitable | 63.00 | 83.00 | 40.00 | 54.00 | 45.00 |
Profit/Loss Per Trade % | -0.04 | 0.03 | -0.13 | 0.08 | -0.19 |
Profit Per Trade % | 0.12 | 0.14 | 0.08 | 1.98 | 2.02 |
Loss Per Trade % | 0.34 | 0.54 | 0.27 | 2.11 | 1.98 |
Days In Trade | 174 | 90 | 84 | 174 | 174 |
Days In Trade (Avg. Per Trade) | 15.82 | 15.00 | 16.80 | 15.82 | 15.82 |
% Days In Trade | 44.05 | 22.78 | 21.27 | 44.05 | 44.05 |