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Model: Residual
HQ Backtest SPXL vs VIXY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SPXL Direxion Daily S&P500® Bull 3X Shares 0.02 172.05 3207703
VIXY ProShares VIX Short-Term Futures ETF 38.23 3139395
Entry Threshold: 2.00 Exit Threshold: 0.60
Max Duration: 20 Entry Mode: Simple Reversals:
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 50000.00 Final Equity: 260910.01
Total net P/L: 210910.01 Total ROI: 421.82 %
CAGR: 73.54 % Max. DD: 21.69 %
System Score: 68.726 Sharpe Ratio: 3.182
Start Date: 2023-03-01 End Date: 2026-02-27
Total days: 1094
Commissions: 607.32 Comm.% P/L 0.29 %
Total Transactions: 68 Log. Linearity: 97.770 %
Total enabled Long disable Short SPXL VIXY
Total Profit/Loss 211517.33 211517.33 0.00 70355.79 141161.54
Total Profit 237203.04 237203.04 0.00 81077.13 157273.65
Total Loss 25685.71 25685.71 0.00 10721.34 16112.11
Profit Factor 9.23 9.23 0.00 7.56 9.76
Trades 17 17 0 17 17
Winning Trades 15 15 0 15 14
Losing Trades 2 2 0 2 3
% Profitable 88.00 88.00 0.00 88.00 82.00
Profit/Loss Per Trade % 10.23 10.23 0.00 3.67 6.82
Profit Per Trade % 13.51 13.51 0.00 4.84 9.51
Loss Per Trade % 11.51 11.51 0.00 4.64 4.79
Days In Trade 126 126 0 126 126
Days In Trade (Avg. Per Trade) 7.41 7.41 0.00 7.41 7.41
% Days In Trade 11.52 11.52 0.00 11.52 11.52
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Trade Log
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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.