Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In


×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Kalman-auto
HQ Backtest SPY vs SPYG
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
SPY SPDR SP 500 ETF NYSEARCA 244920 1.01 956.31 248.59 0 13380000
SPYG SPDR DJ Wilshire Large Cap Growth (ETF) NYSEARCA 230.5 1.03 7.3 122.92 0 3334
Usage Target: 60.0 Sigma: 1.50
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: 0.001 Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.2 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 8858.44
Total net P/L: -1141.56 Total ROI: -11.42 %
CAGR: -2.15 % Max. DD: 15.65 %
System Score: -0.304 Sharpe Ratio: -2.021
Start Date: 2013-01-02 End Date: 2018-07-31
Total days: 2036
Commissions: 1224.82 Comm.% P/L 1471.14 %
Total Transactions: 820 Log. Linearity: 52.077 %
Total enabled Long enabled Short SPY SPYG
Total Profit/Loss 83.26 -21.59 104.85 3299.01 -3215.76
Total Profit 2962.91 1593.83 1369.08 12688.37 10235.74
Total Loss 2879.66 1615.42 1264.23 9389.36 13451.50
Profit Factor 1.03 0.99 1.08 1.35 0.76
Trades 205 116 89 205 205
Winning Trades 137 70 67 110 99
Losing Trades 68 46 22 95 106
% Profitable 66.00 60.00 75.00 53.00 48.00
Profit/Loss Per Trade % 0.00 -0.00 0.01 0.15 -0.17
Profit Per Trade % 0.22 0.23 0.20 1.15 1.03
Loss Per Trade % 0.43 0.36 0.58 0.98 1.27
Days In Trade 1248 781 467 1248 1248
Days In Trade (Avg. Per Trade) 6.09 6.73 5.25 6.09 6.09
% Days In Trade 61.30 38.36 22.94 61.30 61.30
loading
Trade Log
loading
G+ 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.