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Model: Kalman-auto
HQ Backtest EWA vs EWC
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
EWA iShares MSCI Australia Index Fund (ETF) NYSEARCA 1610 1.1 70.78 23.21 0 0
EWC iShares MSCI Canada Index (ETF) NYSEARCA 2630 0.9 94.85 28.84 0 0
Usage Target: 60.0 Sigma: 1.50
Max Duration: 40 Entry Mode: Simple Reversals:
Ve: 0.01 Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.2 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 12378.84
Total net P/L: 2378.84 Total ROI: 23.79 %
CAGR: 2.36 % Max. DD: 28.00 %
System Score: 0.000 Sharpe Ratio: 0.840
Start Date: 2010-01-04 End Date: 2019-02-28
Total days: 3342
Commissions: 4680.95 Comm.% P/L 66.30 %
Total Transactions: 1984 Log. Linearity: 1.479 %
Total enabled Long enabled Short EWA EWC
Total Profit/Loss 7059.79 4568.82 2490.97 6350.39 709.40
Total Profit 29347.39 15725.59 13621.80 50497.39 40507.76
Total Loss 22287.60 11156.77 11130.83 44147.00 39798.36
Profit Factor 1.32 1.41 1.22 1.14 1.02
Trades 496 246 250 496 496
Winning Trades 326 165 161 280 246
Losing Trades 170 81 89 213 249
% Profitable 65.00 67.00 64.00 56.00 49.00
Profit/Loss Per Trade % 0.12 0.16 0.09 0.09 -0.00
Profit Per Trade % 0.78 0.83 0.74 1.54 1.41
Loss Per Trade % 1.12 1.18 1.06 1.76 1.36
Days In Trade 1952 939 1013 1952 1952
Days In Trade (Avg. Per Trade) 3.94 3.82 4.05 3.94 3.94
% Days In Trade 58.41 28.10 30.31 58.41 58.41
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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.