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Model: Kalman-auto
HQ Backtest ONEQ vs SPGP
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
ONEQ Fidelity® Nasdaq Composite Index® ETF 0.0054 61.49 247197
SPGP Invesco S&P 500 GARP ETF 0.0153 101.72 336393
Usage Target: 50.0 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 0.10 / 0.10
Initial Capital: 10000.00 Final Equity: 10021.02
Total net P/L: 21.02 Total ROI: 0.21 %
CAGR: 0.05 % Max. DD: 6.73 %
System Score: 0.000 Sharpe Ratio: 0.066
Start Date: 2015-01-02 End Date: 2018-10-31
Total days: 1398
Commissions: 807.70 Comm.% P/L 97.46 %
Total Transactions: 688 Log. Linearity: 0.423 %
Total enabled Long enabled Short ONEQ SPGP
Total Profit/Loss 828.72 292.29 536.43 842.80 -14.08
Total Profit 3060.93 1442.10 1618.83 10513.50 10100.25
Total Loss 2232.21 1149.81 1082.40 9670.70 10114.32
Profit Factor 1.37 1.25 1.50 1.09 1.00
Trades 172 87 85 172 172
Winning Trades 102 51 51 88 92
Losing Trades 70 36 34 84 80
% Profitable 59.00 58.00 60.00 51.00 53.00
Profit/Loss Per Trade % 0.05 0.03 0.06 0.02 -0.01
Profit Per Trade % 0.29 0.28 0.31 1.15 1.08
Loss Per Trade % 0.31 0.31 0.31 1.13 1.22
Days In Trade 586 323 263 586 586
Days In Trade (Avg. Per Trade) 3.41 3.71 3.09 3.41 3.41
% Days In Trade 41.92 23.10 18.81 41.92 41.92
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Trade Log
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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.