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Model: Ratio
HQ Backtest XLE vs VDE
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
XLE Energy Select Sector SPDR® Fund 0.0245 86.88 16638885
VDE Vanguard Energy Index Fund ETF Shares 4565 0.0199 121.91 496137
Entry Threshold: 1.20 Exit Threshold: 0.80
Max Duration: 21 Entry Mode: Uptick Reversals:
MA Period: 10 MA Type: EMA StdDev Period: 10
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: 10468.80
Total net P/L: 468.80 Total ROI: 4.69 %
CAGR: 1.16 % Max. DD: 2.86 %
System Score: 0.317 Sharpe Ratio: 0.975
Start Date: 2021-01-04 End Date: 2024-12-30
Total days: 1456
Commissions: 561.83 Comm.% P/L 54.51 %
Total Transactions: 560 Log. Linearity: 64.965 %
Total enabled Long enabled Short XLE VDE
Total Profit/Loss 1030.63 311.74 718.89 1964.46 -933.83
Total Profit 2176.92 953.51 1223.41 19457.31 18103.95
Total Loss 1146.29 641.77 504.52 17492.85 19037.78
Profit Factor 1.90 1.49 2.42 1.11 0.95
Trades 140 69 71 140 140
Winning Trades 95 41 54 67 77
Losing Trades 45 28 17 73 63
% Profitable 67.00 59.00 76.00 47.00 55.00
Profit/Loss Per Trade % 0.07 0.04 0.10 0.06 -0.14
Profit Per Trade % 0.23 0.23 0.23 2.85 2.31
Loss Per Trade % 0.25 0.23 0.30 2.36 2.97
Days In Trade 716 393 323 716 716
Days In Trade (Avg. Per Trade) 5.11 5.70 4.55 5.11 5.11
% Days In Trade 49.18 26.99 22.18 49.18 49.18
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Trade Log
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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.