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Model: Residual
HQ Backtest EMB vs VWOB
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF 0.052 90.92 5902755
VWOB Vanguard Emerging Markets Government Bond Index Fund ETF Shares 0 64.108 472292
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 11213.68
Total net P/L: 1213.68 Total ROI: 12.14 %
CAGR: 2.24 % Max. DD: 1.40 %
System Score: 1.381 Sharpe Ratio: 3.167
Start Date: 2019-01-02 End Date: 2024-02-29
Total days: 1884
Commissions: 252.00 Comm.% P/L 17.19 %
Total Transactions: 252 Log. Linearity: 85.050 %
Total enabled Long enabled Short EMB VWOB
Total Profit/Loss 1465.68 816.73 648.95 -1409.57 2875.25
Total Profit 1553.78 816.73 737.05 2706.64 4886.57
Total Loss 88.10 0.00 88.10 4116.21 2011.32
Profit Factor 17.64 0.00 8.37 0.66 2.43
Trades 63 31 32 63 63
Winning Trades 57 31 26 29 41
Losing Trades 6 0 6 34 22
% Profitable 90.00 100.00 81.00 46.00 65.00
Profit/Loss Per Trade % 0.22 0.25 0.19 -0.23 0.42
Profit Per Trade % 0.26 0.25 0.27 0.86 1.10
Loss Per Trade % 0.13 0.00 0.13 1.12 0.84
Days In Trade 419 206 213 419 419
Days In Trade (Avg. Per Trade) 6.65 6.65 6.66 6.65 6.65
% Days In Trade 22.24 10.93 11.31 22.24 22.24
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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.