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Model: Ratio
HQ Backtest CBOE vs CDE
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
CBOE Cboe Global Markets Inc Financial Services Financial Data & Stock Exchanges 24609 0.0108 235.01 876582
CDE Coeur Mining Inc Basic Materials Gold 6135 9.59 14747743
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA 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: 9472.73
Total net P/L: -527.27 Total ROI: -5.27 %
CAGR: -3.56 % Max. DD: 57.39 %
System Score: -0.027 Sharpe Ratio: 0.354
Start Date: 2024-01-02 End Date: 2025-06-30
Total days: 545
Commissions: 359.97 Comm.% P/L 215.16 %
Total Transactions: 80 Log. Linearity: 19.577 %
Total enabled Long enabled Short CBOE CDE
Total Profit/Loss -167.30 -7612.78 7445.48 364.09 -531.39
Total Profit 10152.04 1693.55 8458.49 2013.94 9759.95
Total Loss 10319.34 9306.33 1013.01 1649.86 10291.34
Profit Factor 0.98 0.18 8.35 1.22 0.95
Trades 20 11 9 20 20
Winning Trades 12 4 8 10 11
Losing Trades 8 7 1 10 9
% Profitable 60.00 36.00 88.00 50.00 55.00
Profit/Loss Per Trade % -0.05 -7.51 9.89 0.31 -0.37
Profit Per Trade % 10.51 6.49 12.58 2.58 11.14
Loss Per Trade % 13.15 13.70 9.41 1.88 12.10
Days In Trade 270 171 99 270 270
Days In Trade (Avg. Per Trade) 13.50 15.55 11.00 13.50 13.50
% Days In Trade 49.54 31.38 18.17 49.54 49.54
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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.