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Model: Kalman-grid-v2
HQ Backtest LQD vs SPY
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
LQD iShares IBoxx $ Invest Grade Corp Bd Fd NYSEARCA 31560 0.1 269.77 118.35 0 0
SPY SPDR SP 500 ETF NYSEARCA 244920 1.01 956.31 248.59 0 13380000
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: 51822.08
Total net P/L: 41822.08 Total ROI: 418.22 %
CAGR: 17.89 % Max. DD: 21.18 %
System Score: 10.545 Sharpe Ratio: 3.098
Start Date: 2008-01-02 End Date: 2017-12-29
Total days: 3649
Commissions: 2690.66 Comm.% P/L 6.04 %
Total Transactions: 2248 Log. Linearity: 83.847 %
Total enabled Long enabled Short LQD SPY
Total Profit/Loss 44512.74 15653.67 28859.07 20311.45 24201.29
Total Profit 123390.30 63494.49 59895.81 47827.80 105876.05
Total Loss 78877.56 47840.82 31036.74 27516.35 81674.76
Profit Factor 1.56 1.33 1.93 1.74 1.30
Trades 562 309 253 562 562
Winning Trades 394 207 187 371 370
Losing Trades 168 102 66 191 191
% Profitable 70.00 66.00 73.00 66.00 65.00
Profit/Loss Per Trade % 0.31 0.24 0.39 0.15 0.16
Profit Per Trade % 1.18 1.15 1.21 0.50 1.07
Loss Per Trade % 1.66 1.55 1.83 0.50 1.56
Days In Trade 2618 1671 947 2618 2618
Days In Trade (Avg. Per Trade) 4.66 5.41 3.74 4.66 4.66
% Days In Trade 71.75 45.79 25.95 71.75 71.75
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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.