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Model: Kalman-grid-v2
HQ Backtest S vs T
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
S Sprint Nextel Corporation Services NYSE 21460 0.62 633.31 5.37 13360000 17390000
T ATT Inc. Services NYSE 227240 0.37 5782.74 37.04 27380000 37100000
Entry Threshold: 4.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: auto Neutrality: beta
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: 3427.85
Total net P/L: -6572.15 Total ROI: -65.72 %
CAGR: -19.00 % Max. DD: 79.17 %
System Score: -10.835 Sharpe Ratio: -0.954
Start Date: 2014-01-02 End Date: 2019-01-31
Total days: 1855
Commissions: 845.07 Comm.% P/L 14.76 %
Total Transactions: 404 Log. Linearity: 82.933 %
Total enabled Long enabled Short S T
Total Profit/Loss -5727.08 -5477.99 -249.09 -3070.35 -2656.73
Total Profit 12634.99 8232.27 4402.72 12957.69 6219.14
Total Loss 18362.07 13710.26 4651.81 16028.04 8875.87
Profit Factor 0.69 0.60 0.95 0.81 0.70
Trades 101 52 49 101 101
Winning Trades 57 29 28 56 47
Losing Trades 44 23 21 45 53
% Profitable 56.00 55.00 57.00 55.00 46.00
Profit/Loss Per Trade % -0.89 -1.28 -0.47 -0.37 -0.63
Profit Per Trade % 4.03 4.54 3.51 4.14 3.12
Loss Per Trade % 6.62 7.74 5.41 5.30 3.75
Days In Trade 1388 738 650 1388 1388
Days In Trade (Avg. Per Trade) 13.74 14.19 13.27 13.74 13.74
% Days In Trade 74.82 39.78 35.04 74.82 74.82
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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.