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Model: Ratio
HQ Backtest SLV vs GLD
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SLV iShares Silver Trust 62.72 50995052
GLD SPDR® Gold Shares 423.36 11832360
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: 6624.16
Total net P/L: -3375.84 Total ROI: -33.76 %
CAGR: -7.12 % Max. DD: 56.27 %
System Score: -0.437 Sharpe Ratio: -0.429
Start Date: 2021-01-04 End Date: 2026-07-31
Total days: 2034
Commissions: 454.68 Comm.% P/L 15.57 %
Total Transactions: 320 Log. Linearity: 39.431 %
Total enabled Long enabled Short SLV GLD
Total Profit/Loss -2921.16 -1082.29 -1838.87 -2203.49 -717.67
Total Profit 9704.61 4536.70 5167.91 13516.78 7722.75
Total Loss 12625.77 5618.99 7006.78 15720.27 8440.42
Profit Factor 0.77 0.81 0.74 0.86 0.91
Trades 80 41 39 80 80
Winning Trades 54 27 27 48 38
Losing Trades 26 14 12 32 42
% Profitable 67.00 65.00 69.00 60.00 47.00
Profit/Loss Per Trade % -0.45 -0.24 -0.68 -0.43 -0.15
Profit Per Trade % 2.08 1.96 2.20 3.22 2.27
Loss Per Trade % 5.28 4.23 6.52 5.32 2.24
Days In Trade 1075 572 503 1075 1075
Days In Trade (Avg. Per Trade) 13.44 13.95 12.90 13.44 13.44
% Days In Trade 52.85 28.12 24.73 52.85 52.85
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Trade Log
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FB LN TW

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.