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Model: Kalman-grid
HQ Backtest AAPL vs GOOGL
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
AAPL Apple Inc Technology Consumer Electronics 2579415 0.0057 167.04 57711165
GOOGL Alphabet Inc Class A Communication Services Internet Content & Information 1948003 156.01 29289618
Warning: This model is deprecated and no longer supported. ×
Entry Threshold: 1.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: 0.001 Neutrality: dollar
Version: 4 Model Version: n/a Bid-Ask 0.00 / 0.00
Initial Capital: 10000.00 Final Equity: 6739.57
Total net P/L: -3260.43 Total ROI: -32.60 %
CAGR: -7.37 % Max. DD: 41.76 %
System Score: -5.090 Sharpe Ratio: -0.886
Start Date: 2010-01-04 End Date: 2015-02-27
Total days: 1880 Leverage: 1:2
Commissions: 768.81 Comm.% P/L 30.86 %
Total Transactions: 724 Log. Linearity: 88.376 %
Total enabled Long enabled Short AAPL GOOGL
Total Profit/Loss -2491.62 719.05 -3210.68 -4231.93 1740.30
Total Profit 9643.24 5476.85 4166.39 10379.98 14005.24
Total Loss 12134.87 4757.80 7377.07 14611.91 12264.93
Profit Factor 0.79 1.15 0.56 0.71 1.14
Trades 181 74 107 181 181
Winning Trades 114 52 62 90 105
Losing Trades 67 22 45 91 76
% Profitable 62.00 70.00 57.00 49.00 58.00
Profit/Loss Per Trade % -0.17 0.10 -0.35 -0.32 0.12
Profit Per Trade % 1.05 1.32 0.83 1.34 1.61
Loss Per Trade % 2.14 2.62 1.91 1.89 1.87
Days In Trade 633 286 347 633 633
Days In Trade (Avg. Per Trade) 3.50 3.86 3.24 3.50 3.50
% Days In Trade 33.67 15.21 18.46 33.67 33.67
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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.