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Model: Ratio
HQ Backtest VXUS vs BND
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
VXUS Vanguard Total International Stock Index Fund ETF Shares 0.0387 68.73 4135932
BND Vanguard Total Bond Market Index Fund ETF Shares 0.0257 72.57 6710165
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: 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: 12399.10
Total net P/L: 2399.10 Total ROI: 23.99 %
CAGR: 4.32 % Max. DD: 34.10 %
System Score: 2.084 Sharpe Ratio: 0.810
Start Date: 2020-01-02 End Date: 2025-01-31
Total days: 1856
Commissions: 301.18 Comm.% P/L 11.15 %
Total Transactions: 300 Log. Linearity: 78.426 %
Total enabled Long enabled Short VXUS BND
Total Profit/Loss 2700.28 2781.16 -80.88 2637.02 63.26
Total Profit 9429.87 6147.82 3282.05 9881.60 2803.29
Total Loss 6729.59 3366.66 3362.94 7244.58 2740.03
Profit Factor 1.40 1.83 0.98 1.36 1.02
Trades 75 39 36 75 75
Winning Trades 57 32 25 55 44
Losing Trades 18 7 11 20 31
% Profitable 76.00 82.00 69.00 73.00 58.00
Profit/Loss Per Trade % 0.33 0.77 -0.14 0.29 0.02
Profit Per Trade % 1.81 2.12 1.42 1.92 0.65
Loss Per Trade % 3.84 4.40 3.49 3.67 0.85
Days In Trade 837 409 428 837 837
Days In Trade (Avg. Per Trade) 11.16 10.49 11.89 11.16 11.16
% Days In Trade 45.10 22.04 23.06 45.10 45.10
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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.