| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HYG | iShares iBoxx $ High Yield Corporate Bond ETF | 0.0469 | 81.09 | 41021748 | |||
| BND | Vanguard Total Bond Market Index Fund ETF Shares | 0.0257 | 74.2 | 7380322 |
| 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: | 13330.25 |
| Total net P/L: | 3330.25 | Total ROI: | 33.30 % |
| CAGR: | 5.93 % | Max. DD: | 4.96 % |
| System Score: | 4.100 | Sharpe Ratio: | 2.909 |
| Start Date: | 2021-01-04 | End Date: | 2025-12-31 |
| Total days: | 1822 | ||
| Commissions: | 316.00 | Comm.% P/L | 8.67 % |
| Total Transactions: | 316 | Log. Linearity: | 88.436 % |
| Total | Long |
Short |
HYG | BND | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3646.25 | 2292.57 | 1353.68 | 4552.40 | -906.15 |
| Total Profit | 4800.88 | 2779.74 | 2021.14 | 5883.20 | 2771.88 |
| Total Loss | 1154.63 | 487.17 | 667.46 | 1330.80 | 3678.03 |
| Profit Factor | 4.16 | 5.71 | 3.03 | 4.42 | 0.75 |
| Trades | 79 | 40 | 39 | 79 | 79 |
| Winning Trades | 64 | 35 | 29 | 57 | 38 |
| Losing Trades | 15 | 5 | 10 | 22 | 41 |
| % Profitable | 81.00 | 87.00 | 74.00 | 72.00 | 48.00 |
| Profit/Loss Per Trade % | 0.40 | 0.48 | 0.31 | 0.49 | -0.10 |
| Profit Per Trade % | 0.64 | 0.67 | 0.61 | 0.87 | 0.61 |
| Loss Per Trade % | 0.63 | 0.80 | 0.55 | 0.48 | 0.75 |
| Days In Trade | 763 | 339 | 424 | 763 | 763 |
| Days In Trade (Avg. Per Trade) | 9.66 | 8.47 | 10.87 | 9.66 | 9.66 |
| % Days In Trade | 41.88 | 18.61 | 23.27 | 41.88 | 41.88 |