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Model: Ratio
HQ Backtest IWD vs IWF
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IWD iShares Russell 1000 Value ETF 48388 0.0108 240.95 3387482
IWF iShares Russell 1000 Growth ETF 86184 0.0125 119.81 8102713
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
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: 7618.75
Total net P/L: -2381.25 Total ROI: -23.81 %
CAGR: -4.91 % Max. DD: 34.51 %
System Score: -0.314 Sharpe Ratio: -0.994
Start Date: 2021-01-04 End Date: 2026-05-29
Total days: 1971
Commissions: 308.00 Comm.% P/L 14.86 %
Total Transactions: 308 Log. Linearity: 39.991 %
Total enabled Long enabled Short IWD IWF
Total Profit/Loss -2073.25 -1062.21 -1011.03 816.26 -2889.51
Total Profit 5232.10 1835.31 3396.79 6702.36 7336.37
Total Loss 7305.35 2897.53 4407.82 5886.10 10225.88
Profit Factor 0.72 0.63 0.77 1.14 0.72
Trades 77 39 38 77 77
Winning Trades 47 22 25 43 36
Losing Trades 30 17 13 34 41
% Profitable 61.00 56.00 65.00 55.00 46.00
Profit/Loss Per Trade % -0.30 -0.34 -0.27 0.13 -0.51
Profit Per Trade % 1.43 1.10 1.72 1.98 2.56
Loss Per Trade % 2.90 2.12 3.92 2.13 3.03
Days In Trade 997 536 461 997 997
Days In Trade (Avg. Per Trade) 12.95 13.74 12.13 12.95 12.95
% Days In Trade 50.58 27.19 23.39 50.58 50.58
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FB LN TW

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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.