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Model: Ratio
HQ Backtest BNDX vs AGG
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BNDX Vanguard Total International Bond Index Fund ETF Shares 0 49.09 4233141
AGG iShares Core U.S. Aggregate Bond ETF 65357 0.0246 101.09 8723911
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: 9663.55
Total net P/L: -336.45 Total ROI: -3.36 %
CAGR: -0.67 % Max. DD: 6.42 %
System Score: -0.000 Sharpe Ratio: -0.493
Start Date: 2021-01-04 End Date: 2026-01-30
Total days: 1852
Commissions: 302.80 Comm.% P/L 899.92 %
Total Transactions: 300 Log. Linearity: 5.359 %
Total enabled Long enabled Short BNDX AGG
Total Profit/Loss -33.65 -151.53 117.89 -654.93 621.28
Total Profit 1950.02 973.65 976.37 2580.68 3262.01
Total Loss 1983.66 1125.18 858.48 3235.60 2640.73
Profit Factor 0.98 0.87 1.14 0.80 1.24
Trades 75 39 36 75 75
Winning Trades 52 27 25 36 42
Losing Trades 23 12 11 39 33
% Profitable 69.00 69.00 69.00 48.00 56.00
Profit/Loss Per Trade % -0.01 -0.04 0.03 -0.09 0.08
Profit Per Trade % 0.37 0.36 0.39 0.71 0.77
Loss Per Trade % 0.85 0.93 0.77 0.82 0.79
Days In Trade 952 489 463 952 952
Days In Trade (Avg. Per Trade) 12.69 12.54 12.86 12.69 12.69
% Days In Trade 51.40 26.40 25.00 51.40 51.40
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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.