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Model: Residual
HQ Backtest TLT vs IEF
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
TLT iShares 20+ Year Treasury Bond ETF 0.0239 90.35 38537660
IEF iShares 7-10 Year Treasury Bond ETF 0.0096 97.2 8138390
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 12083.30
Total net P/L: 2083.30 Total ROI: 20.83 %
CAGR: 3.40 % Max. DD: 12.76 %
System Score: 1.146 Sharpe Ratio: 1.294
Start Date: 2020-01-02 End Date: 2025-08-29
Total days: 2066
Commissions: 320.00 Comm.% P/L 13.32 %
Total Transactions: 320 Log. Linearity: 69.591 %
Total enabled Long enabled Short TLT IEF
Total Profit/Loss 2403.30 803.52 1599.78 3959.73 -1556.43
Total Profit 6043.82 3370.03 2673.79 10524.42 3283.56
Total Loss 3640.53 2566.52 1074.01 6564.70 4839.99
Profit Factor 1.66 1.31 2.49 1.60 0.68
Trades 80 44 36 80 80
Winning Trades 47 25 22 45 39
Losing Trades 33 19 14 35 41
% Profitable 58.00 56.00 61.00 56.00 48.00
Profit/Loss Per Trade % 0.27 0.16 0.41 0.44 -0.19
Profit Per Trade % 1.18 1.22 1.14 2.15 0.76
Loss Per Trade % 1.00 1.21 0.72 1.70 1.08
Days In Trade 765 426 339 765 765
Days In Trade (Avg. Per Trade) 9.56 9.68 9.42 9.56 9.56
% Days In Trade 37.03 20.62 16.41 37.03 37.03
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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.