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Model: Kalman-grid-v2
HQ Backtest HR vs HTA
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 14491.23
Total net P/L: 4491.23 Total ROI: 44.91 %
CAGR: 13.19 % Max. DD: 13.00 %
System Score: 4.450 Sharpe Ratio: 1.957
Start Date: 2018-01-02 End Date: 2020-12-30
Total days: 1093
Commissions: 942.32 Comm.% P/L 17.34 %
Total Transactions: 456 Log. Linearity: 69.622 %
Total enabled Long enabled Short HR HTA
Total Profit/Loss 5433.55 2451.98 2981.57 6956.07 -1522.52
Total Profit 10522.30 5300.84 5221.46 19433.19 14591.40
Total Loss 5088.75 2848.86 2239.89 12477.12 16113.92
Profit Factor 2.07 1.86 2.33 1.56 0.91
Trades 114 62 52 114 114
Winning Trades 83 48 35 62 60
Losing Trades 31 14 17 51 54
% Profitable 72.00 77.00 67.00 54.00 52.00
Profit/Loss Per Trade % 0.40 0.36 0.44 0.42 -0.14
Profit Per Trade % 1.05 0.93 1.20 2.57 2.12
Loss Per Trade % 1.30 1.56 1.09 2.11 2.46
Days In Trade 641 329 312 641 641
Days In Trade (Avg. Per Trade) 5.62 5.31 6.00 5.62 5.62
% Days In Trade 58.65 30.10 28.55 58.65 58.65
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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.