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Model: Ratio
HQ Backtest GSG vs SPY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
GSG iShares S&P GSCI Commodity-Indexed Trust 31.09 1024148
SPY SPDR S&P 500 ETF Trust 0.0077 740.86 72418421
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: 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: 9932.00
Total net P/L: -68.00 Total ROI: -0.68 %
CAGR: -0.12 % Max. DD: 7.42 %
System Score: -0.000 Sharpe Ratio: 0.006
Start Date: 2021-01-04 End Date: 2026-06-30
Total days: 2003
Commissions: 179.71 Comm.% P/L 160.87 %
Total Transactions: 160 Log. Linearity: 5.601 %
Total enabled Long disable Short GSG SPY
Total Profit/Loss 111.71 111.71 0.00 1680.52 -1568.81
Total Profit 2500.96 2500.96 0.00 3364.43 1144.85
Total Loss 2389.25 2389.25 0.00 1683.91 2713.66
Profit Factor 1.05 1.05 0.00 2.00 0.42
Trades 40 40 0 40 40
Winning Trades 24 24 0 30 15
Losing Trades 16 16 0 10 25
% Profitable 60.00 60.00 0.00 75.00 37.00
Profit/Loss Per Trade % 0.03 0.03 0.00 0.42 -0.39
Profit Per Trade % 1.05 1.05 0.00 1.12 0.77
Loss Per Trade % 1.47 1.47 0.00 1.66 1.08
Days In Trade 544 544 0 544 544
Days In Trade (Avg. Per Trade) 13.60 13.60 0.00 13.60 13.60
% Days In Trade 27.16 27.16 0.00 27.16 27.16
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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.