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Model: Ratio
HQ Backtest IVE vs SPY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IVE iShares S&P 500 Value ETF 0.0125 228.73 1078491
SPY SPDR S&P 500 ETF Trust 0.0077 741.75 75496758
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: T3 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: 1000.00 Final Equity: 628.12
Total net P/L: -371.88 Total ROI: -37.19 %
CAGR: -8.25 % Max. DD: 37.81 %
System Score: -7.069 Sharpe Ratio: -3.890
Start Date: 2021-01-04 End Date: 2026-05-29
Total days: 1971
Commissions: 272.00 Comm.% P/L 272.33 %
Total Transactions: 272 Log. Linearity: 94.977 %
Total enabled Long enabled Short IVE SPY
Total Profit/Loss -99.88 -94.68 -5.20 -89.16 -10.72
Total Profit 273.10 101.81 171.29 523.58 445.41
Total Loss 372.98 196.49 176.49 612.74 456.13
Profit Factor 0.73 0.52 0.97 0.85 0.98
Trades 68 34 34 68 68
Winning Trades 37 17 20 39 30
Losing Trades 31 17 14 29 38
% Profitable 54.00 50.00 58.00 57.00 44.00
Profit/Loss Per Trade % -0.16 -0.34 0.03 -0.17 -0.04
Profit Per Trade % 0.99 0.80 1.15 1.75 1.95
Loss Per Trade % 1.49 1.45 1.54 2.66 1.56
Days In Trade 1061 558 503 1061 1061
Days In Trade (Avg. Per Trade) 15.60 16.41 14.79 15.60 15.60
% Days In Trade 53.83 28.31 25.52 53.83 53.83
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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.