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Model: Ratio
HQ Backtest TLT vs VOO
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
TLT iShares 20+ Year Treasury Bond ETF 0.0248 86.09 33586435
VOO Vanguard S&P 500 ETF 0.0079 686.1 9252243
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: 10212.83
Total net P/L: 212.83 Total ROI: 2.13 %
CAGR: 0.37 % Max. DD: 43.01 %
System Score: 0.105 Sharpe Ratio: 0.328
Start Date: 2020-01-02 End Date: 2025-09-30
Total days: 2098
Commissions: 328.00 Comm.% P/L 60.65 %
Total Transactions: 328 Log. Linearity: 65.858 %
Total enabled Long enabled Short TLT VOO
Total Profit/Loss 540.83 -660.88 1201.71 -615.49 1156.31
Total Profit 11875.30 5901.48 5973.82 7750.51 8986.43
Total Loss 11334.47 6562.36 4772.11 8366.00 7830.12
Profit Factor 1.05 0.90 1.25 0.93 1.15
Trades 82 52 30 82 82
Winning Trades 62 37 25 49 51
Losing Trades 20 15 5 33 31
% Profitable 75.00 71.00 83.00 59.00 62.00
Profit/Loss Per Trade % 0.07 -0.22 0.57 -0.06 0.18
Profit Per Trade % 2.20 1.75 2.86 1.74 1.99
Loss Per Trade % 5.65 4.79 8.29 2.64 2.51
Days In Trade 964 685 279 964 964
Days In Trade (Avg. Per Trade) 11.76 13.17 9.30 11.76 11.76
% Days In Trade 45.95 32.65 13.30 45.95 45.95
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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.