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Model: Residual
HQ Backtest IBOC vs YANG
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IBOC International Bancshares Corporation Financial Services Banks - Regional 4487 0.0197 70.92 293913
YANG Direxion Daily FTSE China Bear 3X Shares 0.0134 30.34 1645755
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: 5093.83
Total net P/L: -4906.17 Total ROI: -49.06 %
CAGR: -11.74 % Max. DD: 83.44 %
System Score: -0.001 Sharpe Ratio: 0.279
Start Date: 2021-01-04 End Date: 2026-05-29
Total days: 1971
Commissions: 343.25 Comm.% P/L 7.52 %
Total Transactions: 336 Log. Linearity: 3.638 %
Total enabled Long enabled Short IBOC YANG
Total Profit/Loss -4562.92 -8425.08 3862.16 780.79 -5343.71
Total Profit 30741.76 12903.79 17837.97 8232.75 26552.21
Total Loss 35304.68 21328.87 13975.82 7451.97 31895.92
Profit Factor 0.87 0.60 1.28 1.10 0.83
Trades 84 39 45 84 84
Winning Trades 46 20 26 48 42
Losing Trades 38 19 19 36 42
% Profitable 54.00 51.00 57.00 57.00 50.00
Profit/Loss Per Trade % -0.72 -2.79 1.10 0.27 -0.89
Profit Per Trade % 10.82 10.82 10.82 2.89 10.49
Loss Per Trade % 11.75 13.20 10.32 3.02 10.09
Days In Trade 781 358 423 781 781
Days In Trade (Avg. Per Trade) 9.30 9.18 9.40 9.30 9.30
% Days In Trade 39.62 18.16 21.46 39.62 39.62
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Trade Log
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FB LN TW

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.