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Model: Residual
HQ Backtest VDC vs VCR
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
VDC Vanguard Consumer Staples Index Fund ETF Shares 0 216.57 138179
VCR Vanguard Consumer Discretionary Index Fund ETF Shares 0 365.18 72075
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 100 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 9060.96
Total net P/L: -939.04 Total ROI: -9.39 %
CAGR: -1.89 % Max. DD: 17.14 %
System Score: -0.641 Sharpe Ratio: -0.592
Start Date: 2020-01-02 End Date: 2025-02-28
Total days: 1884
Commissions: 336.00 Comm.% P/L 55.72 %
Total Transactions: 336 Log. Linearity: 69.693 %
Total enabled Long enabled Short VDC VCR
Total Profit/Loss -603.04 -585.27 -17.77 2166.24 -2769.28
Total Profit 4803.78 1569.85 3233.93 4845.04 5163.22
Total Loss 5406.82 2155.12 3251.70 2678.80 7932.50
Profit Factor 0.89 0.73 0.99 1.81 0.65
Trades 84 38 46 84 84
Winning Trades 50 22 28 54 39
Losing Trades 34 16 18 30 45
% Profitable 59.00 57.00 60.00 64.00 46.00
Profit/Loss Per Trade % -0.08 -0.15 -0.02 0.25 -0.34
Profit Per Trade % 0.97 0.72 1.16 0.89 1.33
Loss Per Trade % 1.58 1.33 1.79 0.89 1.74
Days In Trade 773 296 477 773 773
Days In Trade (Avg. Per Trade) 9.20 7.79 10.37 9.20 9.20
% Days In Trade 41.03 15.71 25.32 41.03 41.03
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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.