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Model: Kalman
HQ Backtest EWA vs EWC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
EWA iShares MSCI Australia ETF 1573 0.0237 24.68 2211768
EWC iShares MSCI Canada ETF 0.0169 38.33 1994807
Warning: This model is provided for education purposes only. Use Kalman Grid model to trade based on Kalman filters. ×
Entry Threshold: 1.00 Exit Threshold: 0.00
Max Duration: 30 Entry Mode: Uptick Reversals:
δ: 0.0001 Ve: 0.001 Neutrality: beta
Version: 4 Model Version: n/a Bid-Ask 0.00 / 0.00
Initial Capital: 10000.00 Final Equity: 27365.93
Total net P/L: 17365.93 Total ROI: 173.66 %
CAGR: 18.42 % Max. DD: 11.11 %
MAPY: 13.52 % Sharpe Ratio: 3.500
Start Date: 2006-04-25 End Date: 2012-04-06
Total days: 2173 Leverage: 1:2
Commissions: 4499.34 Comm.% P/L 20.58 %
Total Transactions: 1148 Log. Linearity: 91.428 %
Total enabled Long enabled Short EWA EWC
Total Profit/Loss 21865.27 10036.26 11829.01 16917.37 4947.90
Total Profit 39122.66 18489.30 20633.36 59333.39 55580.76
Total Loss 17257.39 8453.04 8804.35 42416.02 50632.86
Profit Factor 2.27 2.19 2.34 1.40 1.10
Trades 287 140 147 287 287
Winning Trades 211 98 113 163 148
Losing Trades 75 42 33 121 133
% Profitable 73.00 70.00 76.00 56.00 51.00
Profit/Loss Per Trade % 0.44 0.39 0.48 0.34 0.04
Profit Per Trade % 1.05 1.06 1.04 1.98 1.90
Loss Per Trade % 1.25 1.13 1.39 1.79 1.96
Days In Trade 734 389 345 734 734
Days In Trade (Avg. Per Trade) 2.56 2.78 2.35 2.56 2.56
% Days In Trade 33.78 17.90 15.88 33.78 33.78
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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.