Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In

Forgot Username?
Forgot Password?
×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Ratio
HQ Backtest JO vs PHO
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
JO iPath® Bloomberg Coffee Subindex Total Return(SM) ETN 0 54 29079
PHO Invesco Water Resources ETF 0.006 65.75 69161
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: 12982.32
Total net P/L: 2982.32 Total ROI: 29.82 %
CAGR: 5.19 % Max. DD: 27.05 %
System Score: 0.966 Sharpe Ratio: 0.727
Start Date: 2020-01-02 End Date: 2025-02-28
Total days: 1884
Commissions: 369.38 Comm.% P/L 11.02 %
Total Transactions: 308 Log. Linearity: 57.101 %
Total enabled Long enabled Short JO PHO
Total Profit/Loss 3351.70 -270.69 3622.39 7762.70 -4411.00
Total Profit 20215.64 9585.09 10630.55 17276.77 8936.70
Total Loss 16863.94 9855.78 7008.16 9514.07 13347.70
Profit Factor 1.20 0.97 1.52 1.82 0.67
Trades 77 37 40 77 77
Winning Trades 52 24 28 38 39
Losing Trades 25 13 12 39 38
% Profitable 67.00 64.00 70.00 49.00 50.00
Profit/Loss Per Trade % 0.38 -0.09 0.82 0.88 -0.50
Profit Per Trade % 3.42 3.44 3.40 4.12 1.97
Loss Per Trade % 5.41 5.97 4.80 2.02 2.92
Days In Trade 940 485 455 940 940
Days In Trade (Avg. Per Trade) 12.21 13.11 11.38 12.21 12.21
% Days In Trade 49.89 25.74 24.15 49.89 49.89
loading
Trade Log
loading
FB LN TW

© 2011 - 2025 Quantverse OÜ. All Rights Reserved.

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.