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Model: Ratio
HQ Backtest IDNA vs XBI
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IDNA iShares Genomics Immunology and Healthcare ETF 0.0088 20.23 31355
XBI SPDR® S&P Biotech ETF 0 79.19 9452613
Entry Threshold: 0.20 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
Inverted: IDNA Transformed: IDNA A=1000.0 B=0.1
MA Period: 15 MA Type: EMA StdDev Period: 15
RSI Period: 6 RSI Threshold: 15
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: 2885.10
Total net P/L: -7114.90 Total ROI: -71.15 %
CAGR: -20.81 % Max. DD: 82.61 %
System Score: -4.206 Sharpe Ratio: -0.227
Start Date: 2020-01-02 End Date: 2025-04-30
Total days: 1945
Commissions: 503.78 Comm.% P/L 7.62 %
Total Transactions: 492 Log. Linearity: 58.688 %
Total enabled Long enabled Short IDNA XBI
Total Profit/Loss -6611.12 -5503.37 -1107.75 -2859.57 -3751.55
Total Profit 20184.32 7241.77 12942.56 10342.65 10368.36
Total Loss 26795.44 12745.13 14050.31 13202.22 14119.91
Profit Factor 0.75 0.57 0.92 0.78 0.73
Trades 123 55 68 123 123
Winning Trades 83 36 47 84 82
Losing Trades 40 19 21 38 41
% Profitable 67.00 65.00 69.00 68.00 66.00
Profit/Loss Per Trade % -0.90 -1.69 -0.26 -0.19 -0.35
Profit Per Trade % 5.54 5.04 5.94 2.81 2.88
Loss Per Trade % 11.74 11.77 11.71 6.24 6.14
Days In Trade 1364 675 689 1364 1364
Days In Trade (Avg. Per Trade) 11.09 12.27 10.13 11.09 11.09
% Days In Trade 70.13 34.70 35.42 70.13 70.13
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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.