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Model: Ratio
HQ Backtest IBB vs XBI
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IBB iShares Biotechnology ETF 0.002 172.18 1830708
XBI SPDR® S&P Biotech ETF 0 136.69 9575038
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: 8678.53
Total net P/L: -1321.47 Total ROI: -13.21 %
CAGR: -2.63 % Max. DD: 36.50 %
System Score: -0.613 Sharpe Ratio: -0.374
Start Date: 2021-01-04 End Date: 2026-04-30
Total days: 1942
Commissions: 320.00 Comm.% P/L 31.95 %
Total Transactions: 320 Log. Linearity: 61.548 %
Total enabled Long enabled Short IBB XBI
Total Profit/Loss -1001.47 -1094.87 93.40 -427.47 -574.00
Total Profit 6863.31 2322.09 4541.22 9569.18 14437.82
Total Loss 7864.78 3416.96 4447.82 9996.65 15011.82
Profit Factor 0.87 0.68 1.02 0.96 0.96
Trades 80 34 46 80 80
Winning Trades 53 23 30 38 45
Losing Trades 27 11 16 42 35
% Profitable 66.00 67.00 65.00 47.00 56.00
Profit/Loss Per Trade % -0.13 -0.39 0.06 -0.07 -0.24
Profit Per Trade % 1.46 1.20 1.67 2.80 3.46
Loss Per Trade % 3.13 3.56 2.83 2.54 4.62
Days In Trade 943 418 525 943 943
Days In Trade (Avg. Per Trade) 11.79 12.29 11.41 11.79 11.79
% Days In Trade 48.56 21.52 27.03 48.56 48.56
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FB LN TW

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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.