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-auto
HQ Backtest COF vs HPI
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
COF Capital One Financial Corp. Financial NYSE 48320 1.32 483.02 100.23 2370000 2740000
HPI John Hancock Preferred Income Fund Financial NYSE 536.79 0.19 25.98 20.61 53633 37276
Usage Target: 60.0 Sigma: 1.50
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: 0.001 Neutrality: beta
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.2 Bid-Ask 0.02 / 0.02
Initial Capital: 5000.00 Final Equity: 4707.19
Total net P/L: -292.81 Total ROI: -5.86 %
CAGR: -1.08 % Max. DD: 55.37 %
System Score: -0.325 Sharpe Ratio: 0.184
Start Date: 2015-01-02 End Date: 2020-07-31
Total days: 2037
Commissions: 1422.23 Comm.% P/L 125.93 %
Total Transactions: 1372 Log. Linearity: 67.116 %
Total enabled Long enabled Short COF HPI
Total Profit/Loss 1129.42 1223.31 -93.89 -474.83 1604.25
Total Profit 12252.74 7045.34 5207.40 13354.61 8714.71
Total Loss 11123.32 5822.04 5301.28 13829.44 7110.46
Profit Factor 1.10 1.21 0.98 0.97 1.23
Trades 343 184 159 343 343
Winning Trades 222 120 102 209 145
Losing Trades 121 64 57 134 197
% Profitable 64.00 65.00 64.00 60.00 42.00
Profit/Loss Per Trade % 0.09 0.20 -0.03 -0.12 0.14
Profit Per Trade % 1.43 1.55 1.28 1.62 1.63
Loss Per Trade % 2.26 2.23 2.29 2.63 0.92
Days In Trade 1002 541 461 1002 1002
Days In Trade (Avg. Per Trade) 2.92 2.94 2.90 2.92 2.92
% Days In Trade 49.19 26.56 22.63 49.19 49.19
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.