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Model: Kalman-auto
HQ Backtest TAN vs TGC
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
TAN ClaymoreMAC Global Solar Index (ETF) NYSEARCA 232.18 0 0 0 0
TGC Tengasco, Inc. Energy NYSEMKT 7.22 0.47 10.16 0.66 15547 3934
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: 754011.69
Total net P/L: 744011.69 Total ROI: 7440.12 %
CAGR: 128.14 % Max. DD: 168.10 %
System Score: 89.535 Sharpe Ratio: 0.944
Start Date: 2013-01-02 End Date: 2018-03-30
Total days: 1913
Commissions: 201438.84 Comm.% P/L 21.31 %
Total Transactions: 1104 Log. Linearity: 88.736 %
Total enabled Long enabled Short TAN TGC
Total Profit/Loss 945450.52 523184.99 422265.53 -112787.07 1058237.60
Total Profit 1333227.88 648331.41 684896.46 201298.58 1475372.89
Total Loss 387777.35 125146.42 262630.93 314085.66 417135.29
Profit Factor 3.44 5.18 2.61 0.64 3.54
Trades 276 129 147 276 276
Winning Trades 204 101 103 138 193
Losing Trades 72 28 44 138 83
% Profitable 73.00 78.00 70.00 50.00 69.00
Profit/Loss Per Trade % 2.10 2.47 1.77 -0.46 2.52
Profit Per Trade % 5.46 5.06 5.85 2.22 5.89
Loss Per Trade % 6.40 5.89 6.73 2.95 4.57
Days In Trade 903 382 521 903 903
Days In Trade (Avg. Per Trade) 3.27 2.96 3.54 3.27 3.27
% Days In Trade 47.20 19.97 27.23 47.20 47.20
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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.