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Model: Kalman-auto
HQ Backtest ONEQ vs QQEW
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
ONEQ Fidelity® Nasdaq Composite Index® ETF 0.0052 64.4 242750
QQEW First Trust NASDAQ-100 Equal Weighted Index Fund 0.0061 123.9 140159
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: 8210.22
Total net P/L: -1789.78 Total ROI: -17.90 %
CAGR: -5.02 % Max. DD: 17.97 %
System Score: -4.057 Sharpe Ratio: -3.679
Start Date: 2015-01-02 End Date: 2018-10-31
Total days: 1398
Commissions: 541.77 Comm.% P/L 43.41 %
Total Transactions: 520 Log. Linearity: 93.156 %
Total enabled Long enabled Short ONEQ QQEW
Total Profit/Loss -1248.01 -413.88 -834.13 1855.68 -3103.70
Total Profit 1183.50 511.86 671.63 7771.85 5201.01
Total Loss 2431.51 925.75 1505.76 5916.17 8304.70
Profit Factor 0.49 0.55 0.45 1.31 0.63
Trades 130 59 71 130 130
Winning Trades 55 27 28 70 59
Losing Trades 75 32 43 60 69
% Profitable 42.00 45.00 39.00 53.00 45.00
Profit/Loss Per Trade % -0.11 -0.08 -0.13 0.14 -0.27
Profit Per Trade % 0.23 0.20 0.25 1.18 0.94
Loss Per Trade % 0.35 0.31 0.38 1.05 1.28
Days In Trade 547 239 308 547 547
Days In Trade (Avg. Per Trade) 4.21 4.05 4.34 4.21 4.21
% Days In Trade 39.13 17.10 22.03 39.13 39.13
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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.