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Model: Ratio
HQ Backtest XLY vs VCR
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
XLY Consumer Discretionary Select Sector SPDR® Fund 24517 0.0096 120.87 10920316
VCR Vanguard Consumer Discretionary Index Fund ETF Shares 0 401.7 48499
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: 10191.84
Total net P/L: 191.85 Total ROI: 1.92 %
CAGR: 0.36 % Max. DD: 3.04 %
System Score: 0.053 Sharpe Ratio: 0.418
Start Date: 2021-01-04 End Date: 2026-04-30
Total days: 1942
Commissions: 332.00 Comm.% P/L 63.38 %
Total Transactions: 332 Log. Linearity: 52.778 %
Total enabled Long enabled Short XLY VCR
Total Profit/Loss 523.85 82.30 441.55 2075.24 -1551.39
Total Profit 1677.85 681.26 996.59 12306.86 10385.33
Total Loss 1154.00 598.95 555.04 10231.62 11936.72
Profit Factor 1.45 1.14 1.80 1.20 0.87
Trades 83 38 45 83 83
Winning Trades 60 25 35 44 41
Losing Trades 23 13 10 39 42
% Profitable 72.00 65.00 77.00 53.00 49.00
Profit/Loss Per Trade % 0.06 0.02 0.10 0.18 -0.25
Profit Per Trade % 0.28 0.27 0.29 2.75 2.51
Loss Per Trade % 0.50 0.46 0.55 2.60 2.80
Days In Trade 933 424 509 933 933
Days In Trade (Avg. Per Trade) 11.24 11.16 11.31 11.24 11.24
% Days In Trade 48.04 21.83 26.21 48.04 48.04
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Trade Log
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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.