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Model: Ratio
HQ Backtest GLD vs GDXJ
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
GLD SPDR® Gold Shares 434.53 14807863
GDXJ VanEck Junior Gold Miners ETF 0.0257 127.25 5802304
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 20 MA Type: EMA StdDev Period: 20
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: 1000.00 Final Equity: 1288.15
Total net P/L: 288.15 Total ROI: 28.82 %
CAGR: 4.95 % Max. DD: 30.92 %
System Score: 0.398 Sharpe Ratio: 0.793
Start Date: 2021-01-04 End Date: 2026-03-31
Total days: 1912
Commissions: 244.00 Comm.% P/L 45.85 %
Total Transactions: 244 Log. Linearity: 43.142 %
Total enabled Long enabled Short GLD GDXJ
Total Profit/Loss 532.15 195.80 336.35 383.02 149.13
Total Profit 1656.93 652.90 1004.03 994.70 2041.06
Total Loss 1124.78 457.10 667.68 611.68 1891.93
Profit Factor 1.47 1.43 1.50 1.63 1.08
Trades 61 28 33 61 61
Winning Trades 41 19 22 30 39
Losing Trades 20 9 11 31 22
% Profitable 67.00 67.00 66.00 49.00 63.00
Profit/Loss Per Trade % 0.78 0.74 0.81 0.41 0.18
Profit Per Trade % 3.60 3.09 4.05 2.74 4.67
Loss Per Trade % 4.67 3.97 5.24 1.78 7.07
Days In Trade 869 429 440 869 869
Days In Trade (Avg. Per Trade) 14.25 15.32 13.33 14.25 14.25
% Days In Trade 45.45 22.44 23.01 45.45 45.45
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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.