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Model: Ratio
HQ Backtest BOIL vs KOLD
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BOIL ProShares Ultra Bloomberg Natural Gas 0 52.9 3217191
KOLD ProShares UltraShort Bloomberg Natural Gas 0 62.95 3151438
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: 488.03
Total net P/L: -9511.97 Total ROI: -95.12 %
CAGR: -41.84 % Max. DD: 120.89 %
System Score: -9.878 Sharpe Ratio: -1.139
Start Date: 2017-01-02 End Date: 2022-07-29
Total days: 2034
Commissions: 128.00 Comm.% P/L 1.36 %
Total Transactions: 128 Log. Linearity: 61.807 %
Total enabled Long enabled Short BOIL KOLD
Total Profit/Loss -9383.97 -7640.82 -1743.15 -3643.42 -5740.55
Total Profit 20097.40 10714.42 9382.98 10300.50 9796.89
Total Loss 29481.37 18355.24 11126.13 13943.92 15537.45
Profit Factor 0.68 0.58 0.84 0.74 0.63
Trades 32 18 14 32 32
Winning Trades 21 10 11 21 21
Losing Trades 11 8 3 11 11
% Profitable 65.00 55.00 78.00 65.00 65.00
Profit/Loss Per Trade % -8.90 -11.28 -5.73 -2.15 -3.32
Profit Per Trade % 12.29 14.65 10.19 6.42 5.97
Loss Per Trade % 31.83 30.73 34.80 15.71 16.83
Days In Trade 387 245 142 387 387
Days In Trade (Avg. Per Trade) 12.09 13.61 10.14 12.09 12.09
% Days In Trade 19.03 12.05 6.98 19.03 19.03
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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.