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Model: Kalman-grid-v2
HQ Backtest TLTW vs TLTP
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
TLTW iShares Trust - iShares 20+ Year Treasury Bond BuyWrite Strategy ETF 0 22.915 993972
TLTP Amplify Bloomberg U.S. Treasury Target High Income ETF 0 22.257 11527
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10742.78
Total net P/L: 742.78 Total ROI: 7.43 %
CAGR: 10.76 % Max. DD: 1.63 %
System Score: 8.461 Sharpe Ratio: 1.790
Start Date: 2025-03-17 End Date: 2025-11-28
Total days: 256
Commissions: 162.61 Comm.% P/L 17.96 %
Total Transactions: 72 Log. Linearity: 92.314 %
Total enabled Long enabled Short TLTW TLTP
Total Profit/Loss 905.39 156.20 749.18 559.92 345.47
Total Profit 1091.83 166.30 925.53 1141.26 838.19
Total Loss 186.44 10.09 176.35 581.34 492.72
Profit Factor 5.86 16.48 5.25 1.96 1.70
Trades 18 8 10 18 18
Winning Trades 15 7 8 11 8
Losing Trades 3 1 2 7 10
% Profitable 83.00 87.00 80.00 61.00 44.00
Profit/Loss Per Trade % 0.49 0.19 0.72 0.29 0.19
Profit Per Trade % 0.71 0.23 1.12 1.00 1.02
Loss Per Trade % 0.60 0.09 0.86 0.81 0.47
Days In Trade 121 52 69 121 121
Days In Trade (Avg. Per Trade) 6.72 6.50 6.90 6.72 6.72
% Days In Trade 47.27 20.31 26.95 47.27 47.27
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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.