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Model: Ratio
HQ Backtest IWM vs SRTY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IWM iShares Russell 2000 ETF 0.0096 213.14 35707275
SRTY ProShares UltraPro Short Russell2000 0.0109 23.88 1420532
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Inverted: IWM Transformed: SRTY A=1000.0 B=0.1
MA Period: 15 MA Type: SMA 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: 6564.13
Total net P/L: -3435.87 Total ROI: -34.36 %
CAGR: -39.98 % Max. DD: 50.88 %
System Score: -25.612 Sharpe Ratio: -0.931
Start Date: 2022-01-03 End Date: 2022-10-31
Total days: 301
Commissions: 56.29 Comm.% P/L 1.67 %
Total Transactions: 56 Log. Linearity: 86.207 %
Total enabled Long enabled Short IWM SRTY
Total Profit/Loss -3379.58 -592.40 -2787.18 1438.43 -4818.01
Total Profit 1999.81 1128.64 871.17 2529.27 3074.86
Total Loss 5379.39 1721.04 3658.35 1090.84 7892.87
Profit Factor 0.37 0.66 0.24 2.32 0.39
Trades 14 6 8 14 14
Winning Trades 4 3 1 11 3
Losing Trades 10 3 7 3 11
% Profitable 28.00 50.00 12.00 78.00 21.00
Profit/Loss Per Trade % -2.91 -0.66 -4.57 1.04 -4.27
Profit Per Trade % 6.41 5.65 8.71 2.66 13.23
Loss Per Trade % 6.35 6.56 6.25 4.69 8.36
Days In Trade 167 81 86 167 167
Days In Trade (Avg. Per Trade) 11.93 13.50 10.75 11.93 11.93
% Days In Trade 55.48 26.91 28.57 55.48 55.48
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Trade Log
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FB LN TW

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.