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Model: Kalman-grid-v2
HQ Backtest CACX vs DAXX
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 30082.99
Total net P/L: 20082.99 Total ROI: 200.83 %
CAGR: 70.31 % Max. DD: 9.32 %
System Score: 56.255 Sharpe Ratio: 4.459
Start Date: 2015-02-04 End Date: 2017-02-28
Total days: 755
Commissions: 624.00 Comm.% P/L 3.01 %
Total Transactions: 624 Log. Linearity: 92.836 %
Total enabled Long enabled Short CACX DAXX
Total Profit/Loss 20706.99 8902.74 11804.25 16536.42 4170.57
Total Profit 29680.90 13236.82 16444.08 20652.59 19413.01
Total Loss 8973.91 4334.08 4639.83 4116.17 15242.44
Profit Factor 3.31 3.05 3.54 5.02 1.27
Trades 156 76 80 156 156
Winning Trades 121 61 60 58 85
Losing Trades 35 15 20 98 71
% Profitable 77.00 80.00 75.00 37.00 54.00
Profit/Loss Per Trade % 0.73 0.70 0.77 0.56 0.17
Profit Per Trade % 1.31 1.19 1.43 1.91 1.23
Loss Per Trade % 1.23 1.29 1.18 0.23 1.08
Days In Trade 612 279 333 612 612
Days In Trade (Avg. Per Trade) 3.92 3.67 4.16 3.92 3.92
% Days In Trade 81.06 36.95 44.11 81.06 81.06
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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.