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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 0.02 266.19 3129161
VIXY ProShares VIX Short-Term Futures ETF 26.77 3432828
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: 5874.96
Total net P/L: -4125.04 Total ROI: -41.25 %
CAGR: -9.51 % Max. DD: 90.41 %
System Score: -0.013 Sharpe Ratio: 0.329
Start Date: 2021-01-04 End Date: 2026-04-30
Total days: 1942
Commissions: 157.17 Comm.% P/L 3.96 %
Total Transactions: 156 Log. Linearity: 10.991 %
Total enabled Long disable Short SPXL VIXY
Total Profit/Loss -3967.87 -3967.87 0.00 -5050.49 1082.62
Total Profit 18220.59 18220.59 0.00 6375.05 12377.65
Total Loss 22188.46 22188.46 0.00 11425.54 11295.03
Profit Factor 0.82 0.82 0.00 0.56 1.10
Trades 39 39 0 39 39
Winning Trades 24 24 0 24 24
Losing Trades 15 15 0 15 15
% Profitable 61.00 61.00 0.00 61.00 61.00
Profit/Loss Per Trade % -1.26 -1.26 0.00 -1.55 1.19
Profit Per Trade % 13.06 13.06 0.00 5.18 8.35
Loss Per Trade % 19.33 19.33 0.00 11.11 8.91
Days In Trade 433 433 0 433 433
Days In Trade (Avg. Per Trade) 11.10 11.10 0.00 11.10 11.10
% Days In Trade 22.30 22.30 0.00 22.30 22.30
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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.