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Model: Residual
HQ Backtest SPY vs IWM
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SPY SPDR S&P 500 ETF Trust 0.0082 681.76 76982872
IWM iShares Russell 2000 ETF 0.0078 253.85 37579709
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 11351.50
Total net P/L: 1351.50 Total ROI: 13.52 %
CAGR: 2.37 % Max. DD: 19.96 %
System Score: 0.001 Sharpe Ratio: 0.728
Start Date: 2019-01-02 End Date: 2024-05-31
Total days: 1976
Commissions: 344.00 Comm.% P/L 20.29 %
Total Transactions: 344 Log. Linearity: 8.182 %
Total enabled Long enabled Short SPY IWM
Total Profit/Loss 1695.50 1383.23 312.27 3621.44 -1925.94
Total Profit 8026.43 2477.09 5549.34 11083.73 12153.65
Total Loss 6330.93 1093.86 5237.07 7462.29 14079.59
Profit Factor 1.27 2.26 1.06 1.49 0.86
Trades 86 29 57 86 86
Winning Trades 53 19 34 44 44
Losing Trades 33 10 23 42 41
% Profitable 61.00 65.00 59.00 51.00 51.00
Profit/Loss Per Trade % 0.19 0.48 0.04 0.37 -0.32
Profit Per Trade % 1.49 1.31 1.60 2.45 2.73
Loss Per Trade % 1.84 1.06 2.18 1.75 3.30
Days In Trade 787 210 577 787 787
Days In Trade (Avg. Per Trade) 9.15 7.24 10.12 9.15 9.15
% Days In Trade 39.83 10.63 29.20 39.83 39.83
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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.