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Model: Ratio
HQ Backtest XLV vs SPY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
XLV Health Care Select Sector SPDR® Fund 26504 0.0107 170.7 11077832
SPY State Street® SPDR® S&P 500® ETF Trust 0.0074 771.35 64433177
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: 100000.00 Final Equity: 91980.34
Total net P/L: -8019.66 Total ROI: -8.02 %
CAGR: -1.09 % Max. DD: 22.83 %
System Score: -0.002 Sharpe Ratio: -0.170
Start Date: 2019-01-04 End Date: 2026-08-31
Total days: 2796
Commissions: 1128.70 Comm.% P/L 16.38 %
Total Transactions: 480 Log. Linearity: 11.536 %
Total enabled Long enabled Short XLV SPY
Total Profit/Loss -6890.96 -27532.49 20641.53 -2422.01 -4468.95
Total Profit 99325.37 45897.66 53427.71 97710.07 116871.53
Total Loss 106216.33 73430.15 32786.18 100132.08 121340.48
Profit Factor 0.94 0.63 1.63 0.98 0.96
Trades 120 65 55 120 120
Winning Trades 79 40 39 65 68
Losing Trades 41 25 16 55 52
% Profitable 65.00 61.00 70.00 54.00 56.00
Profit/Loss Per Trade % -0.06 -0.47 0.43 -0.03 -0.08
Profit Per Trade % 1.44 1.31 1.57 1.68 1.92
Loss Per Trade % 2.83 3.20 2.25 2.00 2.53
Days In Trade 1506 864 642 1506 1506
Days In Trade (Avg. Per Trade) 12.55 13.29 11.67 12.55 12.55
% Days In Trade 53.86 30.90 22.96 53.86 53.86
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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.