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Model: Ratio
HQ Backtest XLV vs SOXX
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
XLV Health Care Select Sector SPDR® Fund 26504 0.0261 162.57 12092719
SOXX iShares Semiconductor ETF 0.0057 527.01 7817916
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 50 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 / 0.03
Initial Capital: 10000.00 Final Equity: 8839.39
Total net P/L: -1160.61 Total ROI: -11.61 %
CAGR: -2.22 % Max. DD: 43.79 %
System Score: -0.011 Sharpe Ratio: 0.100
Start Date: 2021-01-04 End Date: 2026-06-30
Total days: 2003
Commissions: 268.00 Comm.% P/L 30.02 %
Total Transactions: 268 Log. Linearity: 17.057 %
Total enabled Long enabled Short XLV SOXX
Total Profit/Loss -892.61 -5069.88 4177.27 1555.43 -2448.04
Total Profit 21834.06 10344.65 11489.41 9599.14 22764.99
Total Loss 22726.67 15414.52 7312.14 8043.71 25213.03
Profit Factor 0.96 0.67 1.57 1.19 0.90
Trades 67 40 27 67 67
Winning Trades 39 20 19 31 38
Losing Trades 28 20 8 36 29
% Profitable 58.00 50.00 70.00 46.00 56.00
Profit/Loss Per Trade % -0.15 -1.12 1.30 0.09 -0.30
Profit Per Trade % 4.76 4.42 5.12 2.44 5.11
Loss Per Trade % 6.20 5.85 7.10 1.87 6.58
Days In Trade 1062 638 424 1062 1062
Days In Trade (Avg. Per Trade) 15.85 15.95 15.70 15.85 15.85
% Days In Trade 53.02 31.85 21.17 53.02 53.02
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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.