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Model: Kalman-grid-v2
HQ Backtest FB vs QQQ
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
FB Facebook Inc Technology NASDAQ 520260 0.71 2342.96 176.24 18370000 13170000
QQQ PowerShares QQQ Trust, Series 1 (ETF) Financial NASDAQ 58640 1.11 375.81 151.33 31430000 20820000
Entry Threshold: 2.00 Exit Threshold: 0.50
Max Duration: 15 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: 9596.36
Total net P/L: -403.64 Total ROI: -4.04 %
CAGR: -0.85 % Max. DD: 29.72 %
System Score: -0.066 Sharpe Ratio: 0.083
Start Date: 2012-10-02 End Date: 2017-07-31
Total days: 1763
Commissions: 649.44 Comm.% P/L 264.21 %
Total Transactions: 584 Log. Linearity: 42.698 %
Total enabled Long enabled Short FB QQQ
Total Profit/Loss 245.80 3047.11 -2801.31 2759.68 -2513.88
Total Profit 12515.83 7309.29 5206.54 18920.74 8959.11
Total Loss 12270.03 4262.18 8007.85 16161.07 11472.99
Profit Factor 1.02 1.71 0.65 1.17 0.78
Trades 146 73 73 146 146
Winning Trades 94 52 42 92 59
Losing Trades 52 21 31 54 87
% Profitable 64.00 71.00 57.00 63.00 40.00
Profit/Loss Per Trade % 0.02 0.45 -0.41 0.19 -0.22
Profit Per Trade % 1.43 1.53 1.32 2.22 1.58
Loss Per Trade % 2.41 2.10 2.62 3.07 1.41
Days In Trade 886 366 520 886 886
Days In Trade (Avg. Per Trade) 6.07 5.01 7.12 6.07 6.07
% Days In Trade 50.26 20.76 29.50 50.26 50.26
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Trade Log
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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.