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 VALE vs PBR
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
VALE Vale (ADR) Basic materials NYSE 68140 1.58 1285.81 13.28 27250000 16520000
PBR Petroleo Brasileiro SA (ADR) Energy NYSE 89610 2.52 3950.32 13.08 18260000 12950000
Warning: This model is provided for education purposes only. Use Kalman Grid model to trade based on Kalman filters. ×
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
δ: 0.0001 Ve: 0.001 Neutrality: dollar
Aux StdDev Per: 0 Unstable Period: 20
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2014.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 17.34
Total net P/L: -9982.66 Total ROI: -99.83 %
CAGR: -66.39 % Max. DD: 99.83 %
System Score: -64.993 Sharpe Ratio: -6.997
Start Date: 2014-01-02 End Date: 2019-10-31
Total days: 2128
Commissions: 1837.81 Comm.% P/L 22.56 %
Total Transactions: 1160 Log. Linearity: 99.292 %
Total enabled Long enabled Short VALE PBR
Total Profit/Loss -8144.86 -4797.36 -3347.50 -5225.29 -2919.56
Total Profit 8156.24 4130.71 4025.53 8446.93 13340.15
Total Loss 16301.10 8928.07 7373.03 13672.22 16259.71
Profit Factor 0.50 0.46 0.55 0.62 0.82
Trades 290 150 140 290 290
Winning Trades 147 75 72 123 161
Losing Trades 143 75 68 167 129
% Profitable 50.00 50.00 51.00 42.00 55.00
Profit/Loss Per Trade % -1.36 -1.35 -1.37 -1.13 -0.42
Profit Per Trade % 2.15 1.93 2.38 3.08 3.37
Loss Per Trade % 4.53 4.31 4.78 3.86 4.72
Days In Trade 1051 556 495 1051 1051
Days In Trade (Avg. Per Trade) 3.62 3.71 3.54 3.62 3.62
% Days In Trade 49.39 26.13 23.26 49.39 49.39
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.