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Model: Ratio
HQ Backtest BND vs AGG
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BND Vanguard Total Bond Market Index Fund ETF Shares 0.0257 74.93 7527135
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: 10190.97
Total net P/L: 190.97 Total ROI: 1.91 %
CAGR: 0.37 % Max. DD: 0.16 %
System Score: 0.341 Sharpe Ratio: 2.221
Start Date: 2021-01-04 End Date: 2026-01-30
Total days: 1852
Commissions: 216.00 Comm.% P/L 53.08 %
Total Transactions: 216 Log. Linearity: 97.000 %
Total enabled Long enabled Short BND AGG
Total Profit/Loss 406.97 206.66 200.30 80.60 326.37
Total Profit 410.94 210.50 200.44 1770.25 1852.25
Total Loss 3.97 3.83 0.14 1689.65 1525.88
Profit Factor 103.45 54.93 1431.75 1.05 1.21
Trades 54 28 26 54 54
Winning Trades 51 27 24 29 29
Losing Trades 3 1 2 25 25
% Profitable 94.00 96.00 92.00 53.00 53.00
Profit/Loss Per Trade % 0.07 0.07 0.08 0.01 0.06
Profit Per Trade % 0.08 0.08 0.08 0.60 0.63
Loss Per Trade % 0.01 0.04 0.00 0.67 0.60
Days In Trade 406 203 203 406 406
Days In Trade (Avg. Per Trade) 7.52 7.25 7.81 7.52 7.52
% Days In Trade 21.92 10.96 10.96 21.92 21.92
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Trade Log
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FB LN TW

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.