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Model: Residual
HQ Backtest VIRT vs VIXM
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
VIRT Virtu Financial, Inc. Financial Services Capital Markets 10235 0.0202 48.94 1029206
VIXM ProShares VIX Mid-Term Futures ETF 16.1 215806
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick 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: 10000.00 Final Equity: 5299.48
Total net P/L: -4700.52 Total ROI: -47.01 %
CAGR: -11.42 % Max. DD: 60.01 %
System Score: -0.921 Sharpe Ratio: -0.476
Start Date: 2021-01-04 End Date: 2026-03-31
Total days: 1912
Commissions: 457.68 Comm.% P/L 10.79 %
Total Transactions: 308 Log. Linearity: 43.204 %
Total enabled Long enabled Short VIRT VIXM
Total Profit/Loss -4242.84 -2756.79 -1486.05 -5153.40 910.56
Total Profit 14364.14 6770.79 7593.35 9457.49 9817.10
Total Loss 18606.98 9527.58 9079.40 14610.89 8906.53
Profit Factor 0.77 0.71 0.84 0.65 1.10
Trades 77 39 38 77 77
Winning Trades 43 23 20 39 39
Losing Trades 34 16 18 38 38
% Profitable 55.00 58.00 52.00 50.00 50.00
Profit/Loss Per Trade % -0.73 -0.82 -0.64 -0.96 0.35
Profit Per Trade % 4.98 4.57 5.46 3.49 3.82
Loss Per Trade % 6.94 7.10 6.79 5.10 2.99
Days In Trade 834 407 427 834 834
Days In Trade (Avg. Per Trade) 10.83 10.44 11.24 10.83 10.83
% Days In Trade 43.62 21.29 22.33 43.62 43.62
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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.