Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In


×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Kalman-grid-v2
HQ Backtest BXS vs UBSH
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
BXS BancorpSouth, Inc. Financial NYSE 3040 0 0 31.71 819768 2560000
UBSH Union First Market Bankshares Corp. Financial NASDAQ 2600 1.14 64.82 37.91 559925 2480000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 60 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 0.10 / 0.10
Initial Capital: 10000.00 Final Equity: 11211.63
Total net P/L: 1211.63 Total ROI: 12.12 %
CAGR: 2.97 % Max. DD: 26.28 %
System Score: 0.180 Sharpe Ratio: 0.539
Start Date: 2015-01-02 End Date: 2018-11-30
Total days: 1428
Commissions: 532.69 Comm.% P/L 30.54 %
Total Transactions: 332 Log. Linearity: 39.298 %
Total enabled Long enabled Short BXS UBSH
Total Profit/Loss 1744.32 755.86 988.46 -2347.15 4091.47
Total Profit 6252.12 3617.84 2634.28 10599.22 12373.04
Total Loss 4507.80 2861.98 1645.82 12946.37 8281.57
Profit Factor 1.39 1.26 1.60 0.82 1.49
Trades 83 44 39 83 83
Winning Trades 59 33 26 43 46
Losing Trades 24 11 13 40 37
% Profitable 71.00 75.00 66.00 51.00 55.00
Profit/Loss Per Trade % 0.21 0.16 0.26 -0.37 0.39
Profit Per Trade % 1.13 1.18 1.07 2.67 2.74
Loss Per Trade % 1.97 2.74 1.32 3.28 2.40
Days In Trade 1017 573 444 1017 1017
Days In Trade (Avg. Per Trade) 12.25 13.02 11.38 12.25 12.25
% Days In Trade 71.22 40.13 31.09 71.22 71.22
loading
Trade Log
loading
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.