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Model: Ratio
HQ Backtest IWM vs SPY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IWM iShares Russell 2000 ETF 0.0078 253.85 37579709
SPY SPDR S&P 500 ETF Trust 0.0082 681.76 76982872
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 21 MA Type: EMA StdDev Period: 15
RSI Period: 10 RSI Threshold: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.00 / 0.00
Initial Capital: 10000.00 Final Equity: 11961.45
Total net P/L: 1961.45 Total ROI: 19.61 %
CAGR: 3.08 % Max. DD: 14.20 %
System Score: 0.109 Sharpe Ratio: 0.870
Start Date: 2020-01-02 End Date: 2025-11-28
Total days: 2157
Commissions: 288.00 Comm.% P/L 12.80 %
Total Transactions: 288 Log. Linearity: 32.889 %
Total enabled Long enabled Short IWM SPY
Total Profit/Loss 2249.45 212.53 2036.92 1320.79 928.66
Total Profit 10137.50 5398.58 4738.92 16003.60 10817.60
Total Loss 7888.05 5186.05 2702.00 14682.81 9888.94
Profit Factor 1.29 1.04 1.75 1.09 1.09
Trades 72 41 31 72 72
Winning Trades 45 23 22 41 29
Losing Trades 27 18 9 31 43
% Profitable 62.00 56.00 70.00 56.00 40.00
Profit/Loss Per Trade % 0.29 0.05 0.60 0.02 -0.00
Profit Per Trade % 2.11 2.24 1.98 3.68 3.38
Loss Per Trade % 2.65 2.64 2.68 4.24 2.16
Days In Trade 939 565 374 939 939
Days In Trade (Avg. Per Trade) 13.04 13.78 12.06 13.04 13.04
% Days In Trade 43.53 26.19 17.34 43.53 43.53
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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.