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Model: Ratio
HQ Backtest XOP vs IYE
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
XOP SPDR® S&P Oil & Gas Exploration & Production ETF 6863 0.011 129.51 2887413
IYE iShares U.S. Energy ETF 0.0176 48.01 275610
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: T3 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: 4477.43
Total net P/L: -5522.57 Total ROI: -55.23 %
CAGR: -14.87 % Max. DD: 56.72 %
System Score: -12.510 Sharpe Ratio: -1.944
Start Date: 2019-01-02 End Date: 2023-12-29
Total days: 1822
Commissions: 338.18 Comm.% P/L 6.52 %
Total Transactions: 296 Log. Linearity: 94.406 %
Total enabled Long enabled Short XOP IYE
Total Profit/Loss -5184.39 -2368.60 -2815.78 -12840.65 7656.26
Total Profit 3977.82 1935.47 2042.35 12558.59 17483.61
Total Loss 9162.21 4304.08 4858.13 25399.24 9827.35
Profit Factor 0.43 0.45 0.42 0.49 1.78
Trades 74 37 37 74 74
Winning Trades 39 19 20 41 37
Losing Trades 35 18 17 33 37
% Profitable 52.00 51.00 54.00 55.00 50.00
Profit/Loss Per Trade % -1.01 -0.82 -1.20 -2.89 0.95
Profit Per Trade % 1.54 1.66 1.43 4.66 6.53
Loss Per Trade % 3.69 3.32 4.09 10.61 4.13
Days In Trade 1211 618 593 1211 1211
Days In Trade (Avg. Per Trade) 16.36 16.70 16.03 16.36 16.36
% Days In Trade 66.47 33.92 32.55 66.47 66.47
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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.