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Model: Kalman-auto
HQ Backtest PBR vs PBR.A
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
PBR Petroleo Brasileiro SA (ADR) Energy NYSE 89610 2.52 3950.32 13.08 18260000 12950000
PBR.A Petroleo Brasileiro Petrobras SA (ADR) Energy NYSE 89610 0 0 8520000 8210000
Usage Target: 60.0 Sigma: 1.50
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: 0.001 Neutrality: dollar
Margin Req. 1: 10.0 Margin Req. 2: 10.0 High Leverage
Version: 5 Model Version: 2016.2 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 262.07
Total net P/L: -9737.93 Total ROI: -97.38 %
CAGR: -46.95 % Max. DD: 97.66 %
System Score: -36.313 Sharpe Ratio: -1.171
Start Date: 2014-01-02 End Date: 2019-09-30
Total days: 2097
Commissions: 11422.61 Comm.% P/L 678.03 %
Total Transactions: 1152 Log. Linearity: 91.795 %
Total enabled Long enabled Short PBR PBR.A
Total Profit/Loss 1684.68 2690.31 -1005.63 -2243.32 3928.00
Total Profit 20418.11 10509.20 9908.92 117256.05 127592.32
Total Loss 18733.43 7818.89 10914.54 119499.37 123664.32
Profit Factor 1.09 1.34 0.91 0.98 1.03
Trades 288 141 147 288 288
Winning Trades 177 86 91 139 163
Losing Trades 111 55 56 149 125
% Profitable 61.00 60.00 61.00 48.00 56.00
Profit/Loss Per Trade % -0.04 -0.24 0.16 -5.07 -6.52
Profit Per Trade % 4.07 4.03 4.10 19.65 18.48
Loss Per Trade % 5.58 5.77 5.39 18.47 23.17
Days In Trade 1188 591 597 1188 1188
Days In Trade (Avg. Per Trade) 4.12 4.19 4.06 4.12 4.12
% Days In Trade 56.65 28.18 28.47 56.65 56.65
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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.