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Model: Ratio
HQ Backtest GLD vs USO
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
GLD SPDR® Gold Shares 445.93 14709980
USO United States Oil Fund LP 116.04 13959847
Entry Threshold: 2.00 Exit Threshold: -2.00
Max Duration: 98 Entry Mode: Uptick Reversals:
Inverted: GLD Transformed: n/a A=1.0 B=1.0
MA Period: 20 MA Type: SMA 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: 10000.00 Final Equity: 514.98
Total net P/L: -9485.02 Total ROI: -94.85 %
CAGR: -27.44 % Max. DD: 96.50 %
System Score: -19.389 Sharpe Ratio: -1.154
Start Date: 2017-01-02 End Date: 2026-03-31
Total days: 3375
Commissions: 228.00 Comm.% P/L 2.46 %
Total Transactions: 228 Log. Linearity: 89.065 %
Total enabled Long enabled Short GLD USO
Total Profit/Loss -9257.02 -5562.74 -3694.28 2050.16 -11307.18
Total Profit 11554.62 4544.85 7009.77 6631.22 10997.10
Total Loss 20811.64 10107.59 10704.05 4581.06 22304.28
Profit Factor 0.56 0.45 0.65 1.45 0.49
Trades 57 29 28 57 57
Winning Trades 28 9 19 31 25
Losing Trades 29 20 9 26 32
% Profitable 49.00 31.00 67.00 54.00 43.00
Profit/Loss Per Trade % -4.87 -8.43 -1.05 0.58 -5.73
Profit Per Trade % 6.81 6.79 6.82 4.26 6.83
Loss Per Trade % 12.49 12.28 12.96 3.59 11.81
Days In Trade 3168 1463 1705 3168 3168
Days In Trade (Avg. Per Trade) 55.58 50.45 60.89 55.58 55.58
% Days In Trade 93.87 43.35 50.52 93.87 93.87
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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.