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Model: Ratio
HQ Backtest BNO vs UGA
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BNO United States Brent Oil Fund LP 31.84 598631
UGA United States Gasoline Fund LP 64.3853 27820
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: 15.0 Margin Req. 2: 15.0 High Leverage
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 3666.61
Total net P/L: -6333.39 Total ROI: -63.33 %
CAGR: -16.69 % Max. DD: 96.90 %
System Score: -0.041 Sharpe Ratio: 0.910
Start Date: 2020-01-02 End Date: 2025-06-30
Total days: 2006
Commissions: 904.98 Comm.% P/L 16.67 %
Total Transactions: 316 Log. Linearity: 13.503 %
Total enabled Long enabled Short BNO UGA
Total Profit/Loss -5428.40 -5032.30 -396.10 13720.15 -19148.56
Total Profit 16476.96 10192.15 6284.81 35428.00 27028.15
Total Loss 21905.36 15224.45 6680.91 21707.85 46176.70
Profit Factor 0.75 0.67 0.94 1.63 0.59
Trades 79 43 36 79 79
Winning Trades 54 28 26 42 44
Losing Trades 25 15 10 37 35
% Profitable 68.00 65.00 72.00 53.00 55.00
Profit/Loss Per Trade % -1.01 -2.55 0.87 0.34 0.00
Profit Per Trade % 6.65 7.76 5.47 15.48 12.91
Loss Per Trade % 12.60 14.87 9.29 12.63 20.31
Days In Trade 931 503 428 931 931
Days In Trade (Avg. Per Trade) 11.78 11.70 11.89 11.78 11.78
% Days In Trade 46.41 25.07 21.34 46.41 46.41
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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.