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Model: Ratio
HQ Backtest BBUS vs SCHX
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BBUS JPMorgan BetaBuilders U.S. Equity ETF 0.0166 102.1 179655
SCHX Schwab U.S. Large-Cap ETF 0.0231 22.33 9010513
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: 12253.56
Total net P/L: 2253.56 Total ROI: 22.54 %
CAGR: 4.86 % Max. DD: 0.80 %
System Score: 1.585 Sharpe Ratio: 2.764
Start Date: 2019-05-21 End Date: 2023-08-31
Total days: 1563
Commissions: 288.23 Comm.% P/L 11.34 %
Total Transactions: 248 Log. Linearity: 68.825 %
Total enabled Long enabled Short BBUS SCHX
Total Profit/Loss 2541.79 1396.75 1145.03 -2476.92 5018.70
Total Profit 2541.79 1396.75 1145.03 6397.86 9978.48
Total Loss 0.00 0.00 0.00 8874.78 4959.77
Profit Factor 0.00 0.00 0.00 0.72 2.01
Trades 62 36 26 62 62
Winning Trades 62 36 26 25 40
Losing Trades 0 0 0 37 22
% Profitable 100.00 100.00 100.00 40.00 64.00
Profit/Loss Per Trade % 0.37 0.35 0.39 -0.36 0.65
Profit Per Trade % 0.37 0.35 0.39 2.22 2.11
Loss Per Trade % 0.00 0.00 0.00 2.02 1.91
Days In Trade 344 158 186 344 344
Days In Trade (Avg. Per Trade) 5.55 4.39 7.15 5.55 5.55
% Days In Trade 22.01 10.11 11.90 22.01 22.01
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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.