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 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 0.0095 145.88 2911483
IYE iShares U.S. Energy ETF 0.0169 49.59 330122
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: TRIMA 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: 5741.59
Total net P/L: -4258.41 Total ROI: -42.58 %
CAGR: -10.52 % Max. DD: 45.08 %
System Score: -6.477 Sharpe Ratio: -1.614
Start Date: 2019-01-02 End Date: 2023-12-29
Total days: 1822
Commissions: 338.50 Comm.% P/L 8.64 %
Total Transactions: 292 Log. Linearity: 85.072 %
Total enabled Long enabled Short XOP IYE
Total Profit/Loss -3919.91 -1373.12 -2546.79 -3895.63 -24.28
Total Profit 4312.63 2365.91 1946.72 14092.94 11439.98
Total Loss 8232.54 3739.03 4493.50 17988.57 11464.26
Profit Factor 0.52 0.63 0.43 0.78 1.00
Trades 73 35 38 73 73
Winning Trades 38 18 20 44 31
Losing Trades 35 17 18 29 42
% Profitable 52.00 51.00 52.00 60.00 42.00
Profit/Loss Per Trade % -0.69 -0.46 -0.91 -0.83 -0.34
Profit Per Trade % 1.56 1.75 1.38 4.47 4.84
Loss Per Trade % 2.98 2.69 3.26 7.95 3.83
Days In Trade 1067 518 549 1067 1067
Days In Trade (Avg. Per Trade) 14.62 14.80 14.45 14.62 14.62
% Days In Trade 58.56 28.43 30.13 58.56 58.56
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.