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Model: Kalman-grid-v2
HQ Backtest T vs S
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
T ATT Inc. Services NYSE 227240 0.37 5782.74 37.04 27380000 37100000
S Sprint Nextel Corporation Services NYSE 21460 0.62 633.31 5.37 13360000 17390000
Entry Threshold: 5.00 Exit Threshold: 3.00
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: 6208.55
Total net P/L: -3791.45 Total ROI: -37.91 %
CAGR: -8.95 % Max. DD: 56.51 %
System Score: -1.019 Sharpe Ratio: -0.719
Start Date: 2014-01-02 End Date: 2019-01-31
Total days: 1855
Commissions: 545.25 Comm.% P/L 16.80 %
Total Transactions: 152 Log. Linearity: 48.457 %
Total disabled Long enabled Short T S
Total Profit/Loss -3246.20 0.00 -3246.20 -1026.65 -2219.55
Total Profit 4043.17 0.00 4043.17 2428.06 4522.33
Total Loss 7289.37 0.00 7289.37 3454.71 6741.88
Profit Factor 0.55 0.00 0.55 0.70 0.67
Trades 38 0 38 38 38
Winning Trades 25 0 25 16 24
Losing Trades 13 0 13 22 14
% Profitable 65.00 0.00 65.00 42.00 63.00
Profit/Loss Per Trade % -1.05 0.00 -1.05 -0.42 -0.64
Profit Per Trade % 2.47 0.00 2.47 1.96 2.71
Loss Per Trade % 7.13 0.00 7.13 2.04 5.90
Days In Trade 261 0 261 261 261
Days In Trade (Avg. Per Trade) 6.87 0.00 6.87 6.87 6.87
% Days In Trade 14.07 0.00 14.07 14.07 14.07
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Trade Log
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FB LN TW

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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.