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
HQ Backtest INTC vs NVDA
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
INTC Intel Corporation Technology NASDAQ 238860 1.01 4646.96 46.94 32800000 42560000
NVDA NVIDIA Corporation Technology NASDAQ 151540 1.45 577.92 235.7 18030000 9990000
Warning: This model is provided for education purposes only. Use Kalman Grid model to trade based on Kalman filters. ×
Entry Threshold: 1.50 Exit Threshold: 0.50
Max Duration: 60 Entry Mode: Uptick Reversals:
δ: 0.00001 Ve: 1 Neutrality: beta
Aux StdDev Per: 0 Unstable Period: 20
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2014.1 Bid-Ask 0.00 / 0.00
Initial Capital: 10000.00 Final Equity: 4547.49
Total net P/L: -5452.51 Total ROI: -54.53 %
CAGR: -5.88 % Max. DD: 55.90 %
System Score: -1.272 Sharpe Ratio: -1.319
Start Date: 2006-01-02 End Date: 2018-12-28
Total days: 4743
Commissions: 507.18 Comm.% P/L 10.26 %
Total Transactions: 496 Log. Linearity: 60.021 %
Total enabled Long enabled Short INTC NVDA
Total Profit/Loss -4945.33 -4251.98 -693.35 1995.76 -6941.09
Total Profit 9794.33 4061.09 5733.24 7925.50 10648.84
Total Loss 14739.67 8313.07 6426.59 5929.75 17589.93
Profit Factor 0.66 0.49 0.89 1.34 0.61
Trades 124 62 62 124 124
Winning Trades 82 35 47 65 80
Losing Trades 42 27 15 59 44
% Profitable 66.00 56.00 75.00 52.00 64.00
Profit/Loss Per Trade % -0.57 -1.01 -0.12 0.22 -0.84
Profit Per Trade % 1.86 1.77 1.92 1.85 2.10
Loss Per Trade % 4.75 4.19 5.76 1.53 5.60
Days In Trade 1842 998 844 1842 1842
Days In Trade (Avg. Per Trade) 14.85 16.10 13.61 14.85 14.85
% Days In Trade 38.84 21.04 17.79 38.84 38.84
loading
Trade Log
loading
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.