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Model: Ratio
HQ Backtest IWD vs IYT
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IWD iShares Russell 1000 Value ETF 48388 0.0114 230.86 3456592
IYT iShares Transportation Average ETF 0.0232 80.8 667204
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 20 MA Type: SMA StdDev Period: 20
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10425.82
Total net P/L: 425.82 Total ROI: 4.26 %
CAGR: 4.28 % Max. DD: 3.34 %
System Score: 2.647 Sharpe Ratio: 0.848
Start Date: 2025-05-02 End Date: 2026-04-30
Total days: 363
Commissions: 48.00 Comm.% P/L 10.13 %
Total Transactions: 48 Log. Linearity: 85.185 %
Total enabled Long enabled Short IWD IYT
Total Profit/Loss 473.82 190.26 283.56 40.60 433.22
Total Profit 701.80 332.12 369.68 532.82 1042.78
Total Loss 227.98 141.86 86.12 492.22 609.56
Profit Factor 3.08 2.34 4.29 1.08 1.71
Trades 12 7 5 12 12
Winning Trades 8 4 4 9 7
Losing Trades 4 3 1 3 5
% Profitable 66.00 57.00 80.00 75.00 58.00
Profit/Loss Per Trade % 0.39 0.26 0.56 0.02 0.35
Profit Per Trade % 0.86 0.82 0.91 0.57 1.46
Loss Per Trade % 0.56 0.47 0.82 1.60 1.18
Days In Trade 171 105 66 171 171
Days In Trade (Avg. Per Trade) 14.25 15.00 13.20 14.25 14.25
% Days In Trade 47.11 28.93 18.18 47.11 47.11
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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.