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Model: Ratio
HQ Backtest BBUS vs SCHB
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BBUS JPMorgan BetaBuilders U.S. Equity ETF 0.0166 114.27 243680
SCHB Schwab U.S. Broad Market ETF 0 24.5 7662312
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: 9813.58
Total net P/L: -186.42 Total ROI: -1.86 %
CAGR: -0.36 % Max. DD: 3.29 %
System Score: -0.153 Sharpe Ratio: -0.697
Start Date: 2021-01-04 End Date: 2026-02-27
Total days: 1880
Commissions: 427.75 Comm.% P/L 177.25 %
Total Transactions: 232 Log. Linearity: 74.783 %
Total enabled Long enabled Short BBUS SCHB
Total Profit/Loss 241.33 301.62 -60.29 -982.95 1224.28
Total Profit 701.86 387.89 313.96 5113.48 6307.54
Total Loss 460.53 86.28 374.25 6096.43 5083.26
Profit Factor 1.52 4.50 0.84 0.84 1.24
Trades 58 25 33 58 58
Winning Trades 42 19 23 25 35
Losing Trades 16 6 10 33 22
% Profitable 72.00 76.00 69.00 43.00 60.00
Profit/Loss Per Trade % 0.04 0.12 -0.02 -0.21 0.17
Profit Per Trade % 0.17 0.21 0.14 2.05 1.79
Loss Per Trade % 0.29 0.15 0.37 1.84 2.32
Days In Trade 716 284 432 716 716
Days In Trade (Avg. Per Trade) 12.34 11.36 13.09 12.34 12.34
% Days In Trade 38.09 15.11 22.98 38.09 38.09
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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.