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Model: Ratio
HQ Backtest PPA vs XAR
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
PPA Invesco Aerospace & Defense ETF 0.0068 64.52 173029
XAR SPDR® S&P Aerospace & Defense ETF 0 91.68 145720
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: 10196.63
Total net P/L: 196.63 Total ROI: 1.97 %
CAGR: 0.35 % Max. DD: 13.41 %
System Score: 0.035 Sharpe Ratio: 0.219
Start Date: 2017-01-02 End Date: 2022-07-29
Total days: 2034
Commissions: 362.03 Comm.% P/L 64.80 %
Total Transactions: 360 Log. Linearity: 46.334 %
Total enabled Long enabled Short PPA XAR
Total Profit/Loss 558.66 248.98 309.67 4166.30 -3607.64
Total Profit 4392.78 2256.72 2136.06 14552.58 12434.80
Total Loss 3834.12 2007.74 1826.39 10386.29 16042.44
Profit Factor 1.15 1.12 1.17 1.40 0.78
Trades 90 43 47 90 90
Winning Trades 62 30 32 46 48
Losing Trades 28 13 15 44 42
% Profitable 68.00 69.00 68.00 51.00 53.00
Profit/Loss Per Trade % 0.06 0.06 0.07 0.39 -0.56
Profit Per Trade % 0.68 0.72 0.65 3.00 2.43
Loss Per Trade % 1.29 1.44 1.17 2.21 3.60
Days In Trade 1115 531 584 1115 1115
Days In Trade (Avg. Per Trade) 12.39 12.35 12.43 12.39 12.39
% Days In Trade 54.82 26.11 28.71 54.82 54.82
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Trade Log
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FB LN TW

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.