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Model: Ratio
HQ Backtest TLT vs TLTW
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
TLT iShares 20+ Year Treasury Bond ETF 0.0245 88.07 37000279
TLTW iShares Trust - iShares 20+ Year Treasury Bond BuyWrite Strategy ETF 0 22.84 1006498
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 100 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10955.01
Total net P/L: 955.01 Total ROI: 9.55 %
CAGR: 3.00 % Max. DD: 0.58 %
System Score: 2.719 Sharpe Ratio: 3.052
Start Date: 2022-10-28 End Date: 2025-11-28
Total days: 1127
Commissions: 78.05 Comm.% P/L 7.56 %
Total Transactions: 76 Log. Linearity: 96.793 %
Total enabled Long disable Short TLT TLTW
Total Profit/Loss 1033.06 1033.06 0.00 470.57 562.48
Total Profit 1033.06 1033.06 0.00 1123.08 1008.69
Total Loss 0.00 0.00 0.00 652.51 446.21
Profit Factor 0.00 0.00 0.00 1.72 2.26
Trades 19 19 0 19 19
Winning Trades 19 19 0 11 11
Losing Trades 0 0 0 8 8
% Profitable 100.00 100.00 0.00 57.00 57.00
Profit/Loss Per Trade % 0.52 0.52 0.00 0.23 0.28
Profit Per Trade % 0.52 0.52 0.00 0.97 0.88
Loss Per Trade % 0.00 0.00 0.00 0.79 0.53
Days In Trade 97 97 0 97 97
Days In Trade (Avg. Per Trade) 5.11 5.11 0.00 5.11 5.11
% Days In Trade 8.61 8.61 0.00 8.61 8.61
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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.