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
HQ Backtest AAPL vs AMZN
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
AAPL Apple Inc. Technology NASDAQ 903280 0.92 5699.85 127.14 42110000 39400000
AMZN Amazon.com, Inc. Services NASDAQ 760860 1.59 404.77 1423.26 6330000 5430000
Warning: This model is provided for education purposes only. Use Kalman Grid model to trade based on Kalman filters. ×
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
δ: 0.0001 Ve: 0.001 Neutrality: dollar
Aux StdDev Per: 0 Unstable Period: 20
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2014.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 4516.92
Total net P/L: -5483.08 Total ROI: -54.83 %
CAGR: -13.28 % Max. DD: 74.76 %
System Score: -1.182 Sharpe Ratio: -0.768
Start Date: 2013-01-02 End Date: 2018-07-31
Total days: 2036
Commissions: 2324.14 Comm.% P/L 73.57 %
Total Transactions: 2324 Log. Linearity: 44.648 %
Total enabled Long enabled Short AAPL AMZN
Total Profit/Loss -3158.94 -4428.36 1269.42 -4770.14 1611.19
Total Profit 48306.07 22487.99 25818.08 39573.09 47186.66
Total Loss 51465.01 26916.35 24548.66 44343.23 45575.47
Profit Factor 0.94 0.84 1.05 0.89 1.04
Trades 581 297 284 581 581
Winning Trades 362 174 188 319 327
Losing Trades 219 123 96 262 254
% Profitable 62.00 58.00 66.00 54.00 56.00
Profit/Loss Per Trade % -0.09 -0.18 0.00 -0.15 0.04
Profit Per Trade % 1.37 1.34 1.41 1.27 1.50
Loss Per Trade % 2.39 2.23 2.59 1.81 1.77
Days In Trade 1754 933 821 1754 1754
Days In Trade (Avg. Per Trade) 3.02 3.14 2.89 3.02 3.02
% Days In Trade 86.15 45.83 40.32 86.15 86.15
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.