| Model: | Ratio |
| 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 | Long |
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 |