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Model: Kalman
HQ Backtest HR vs HTA
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: 11260.01
Total net P/L: 1260.01 Total ROI: 12.60 %
CAGR: 4.04 % Max. DD: 5.95 %
System Score: 0.766 Sharpe Ratio: 1.118
Start Date: 2018-01-02 End Date: 2020-12-30
Total days: 1093
Commissions: 82.01 Comm.% P/L 6.11 %
Total Transactions: 40 Log. Linearity: 57.437 %
Total enabled Long enabled Short HR HTA
Total Profit/Loss 1342.02 611.19 730.83 986.72 355.30
Total Profit 1474.73 611.19 863.54 2697.80 2486.46
Total Loss 132.71 0.00 132.71 1711.08 2131.16
Profit Factor 11.11 0.00 6.51 1.58 1.17
Trades 10 4 6 10 10
Winning Trades 9 4 5 6 6
Losing Trades 1 0 1 4 4
% Profitable 90.00 100.00 83.00 60.00 60.00
Profit/Loss Per Trade % 1.27 1.44 1.15 0.91 0.01
Profit Per Trade % 1.54 1.44 1.62 4.26 3.76
Loss Per Trade % 1.17 0.00 1.17 3.76 5.09
Days In Trade 23 6 17 23 23
Days In Trade (Avg. Per Trade) 2.30 1.50 2.83 2.30 2.30
% Days In Trade 2.10 0.55 1.56 2.10 2.10
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Trade Log
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FB LN TW

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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.