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Model: Ratio
HQ Backtest SPY vs SPXS
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SPY SPDR® S&P 500 0.0156 357.18 96096039
SPXS Direxion Daily S&P 500® Bear 3X Shares 0.0134 29.54 21212348
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: -619.58
Total net P/L: -10619.58 Total ROI: -106.20 %
CAGR: 0.00 % Max. DD: 105.91 %
System Score: 0.000 Sharpe Ratio: -1.279
Start Date: 2017-01-02 End Date: 2022-08-31
Total days: 2067
Commissions: 220.00 Comm.% P/L 2.12 %
Total Transactions: 220 Log. Linearity: 74.195 %
Total enabled Long enabled Short SPY SPXS
Total Profit/Loss -10399.58 -8452.58 -1947.00 -2495.02 -7904.56
Total Profit 18469.78 8493.79 9975.99 4760.16 13855.99
Total Loss 28869.36 16946.37 11922.99 7255.18 21760.55
Profit Factor 0.64 0.50 0.84 0.66 0.64
Trades 55 20 35 55 55
Winning Trades 33 16 17 31 33
Losing Trades 22 4 18 24 22
% Profitable 60.00 80.00 48.00 56.00 60.00
Profit/Loss Per Trade % 0.00 0.00 -0.60 -0.45 -2.85
Profit Per Trade % 5.13 5.00 5.25 1.42 3.85
Loss Per Trade % 10.14 32.66 5.68 2.56 7.81
Days In Trade 732 195 537 732 732
Days In Trade (Avg. Per Trade) 13.31 9.75 15.34 13.31 13.31
% Days In Trade 35.41 9.43 25.98 35.41 35.41
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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.