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Model: Ratio
HQ Backtest FXI vs FLCH
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
FXI iShares China Large-Cap ETF 0.0227 36.24 53799592
FLCH Franklin FTSE China ETF 0.0247 21.604 75518
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Inverted: FLCH Transformed: FLCH 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: 3126.90
Total net P/L: -6873.10 Total ROI: -68.73 %
CAGR: -18.80 % Max. DD: 83.61 %
System Score: -8.900 Sharpe Ratio: -0.496
Start Date: 2019-01-02 End Date: 2024-07-31
Total days: 2037
Commissions: 391.58 Comm.% P/L 6.04 %
Total Transactions: 364 Log. Linearity: 77.932 %
Total enabled Long enabled Short FXI FLCH
Total Profit/Loss -6481.52 -5523.49 -958.03 -2398.93 -4082.59
Total Profit 15423.00 7898.48 7524.52 8195.33 7337.95
Total Loss 21904.52 13421.97 8482.55 10594.26 11420.54
Profit Factor 0.70 0.59 0.89 0.77 0.64
Trades 91 45 46 91 91
Winning Trades 59 29 30 60 55
Losing Trades 32 16 16 31 35
% Profitable 64.00 64.00 65.00 65.00 60.00
Profit/Loss Per Trade % -1.16 -2.05 -0.29 -0.19 -0.54
Profit Per Trade % 6.27 6.91 5.65 3.32 3.19
Loss Per Trade % 12.24 14.70 9.83 6.32 5.84
Days In Trade 1225 627 598 1225 1225
Days In Trade (Avg. Per Trade) 13.46 13.93 13.00 13.46 13.46
% Days In Trade 60.14 30.78 29.36 60.14 60.14
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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.