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Model: Ratio
HQ Backtest XLE vs SPY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
XLE Energy Select Sector SPDR® Fund 0.0346 62.04 41961957
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: 54284.31
Total net P/L: -45715.69 Total ROI: -45.72 %
CAGR: -7.67 % Max. DD: 64.99 %
System Score: -3.032 Sharpe Ratio: -0.758
Start Date: 2019-01-04 End Date: 2026-08-31
Total days: 2796
Commissions: 3711.78 Comm.% P/L 8.84 %
Total Transactions: 460 Log. Linearity: 73.408 %
Total enabled Long enabled Short XLE SPY
Total Profit/Loss -42003.91 -9411.78 -32592.12 1660.31 -43664.22
Total Profit 201460.15 116955.21 84504.94 235725.34 88491.17
Total Loss 243464.05 126366.99 117097.06 234065.03 132155.39
Profit Factor 0.83 0.93 0.72 1.01 0.67
Trades 115 61 54 115 115
Winning Trades 70 35 35 77 50
Losing Trades 45 26 19 38 65
% Profitable 60.00 57.00 64.00 66.00 43.00
Profit/Loss Per Trade % -0.50 -0.20 -0.83 -0.12 -0.55
Profit Per Trade % 3.22 3.73 2.72 3.35 1.94
Loss Per Trade % 5.78 5.04 6.80 6.17 2.39
Days In Trade 1393 749 644 1393 1393
Days In Trade (Avg. Per Trade) 12.11 12.28 11.93 12.11 12.11
% Days In Trade 49.82 26.79 23.03 49.82 49.82
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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.