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Model: Kalman
HQ Backtest JFR vs NSL
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
JFR Nuveen Floating Rate Income Closed Fund Financial Services Asset Management 564 0.1029 8.63 605050
NSL Nuveen Senior Income Fund Financial Services Asset Management 215 0.0991 4.6 167067
Warning: This model is provided for education purposes only. Use Kalman Grid model to trade based on Kalman filters. ×
Entry Threshold: 0.50 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple 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: 10161.85
Total net P/L: 161.85 Total ROI: 1.62 %
CAGR: 0.32 % Max. DD: 12.85 %
System Score: 0.000 Sharpe Ratio: 0.191
Start Date: 2017-01-02 End Date: 2021-12-31
Total days: 1824
Commissions: 1932.26 Comm.% P/L 92.27 %
Total Transactions: 272 Log. Linearity: 0.215 %
Total enabled Long enabled Short JFR NSL
Total Profit/Loss 2094.11 1519.98 574.13 1041.78 1052.33
Total Profit 4048.98 1930.91 2118.07 7126.14 5980.53
Total Loss 1954.87 410.93 1543.94 6084.36 4928.20
Profit Factor 2.07 4.70 1.37 1.17 1.21
Trades 68 38 30 68 68
Winning Trades 51 31 20 36 35
Losing Trades 17 7 10 32 31
% Profitable 75.00 81.00 66.00 52.00 51.00
Profit/Loss Per Trade % 0.30 0.38 0.19 0.06 0.06
Profit Per Trade % 0.77 0.60 1.02 1.84 1.55
Loss Per Trade % 1.03 0.57 1.36 1.64 1.48
Days In Trade 184 92 92 184 184
Days In Trade (Avg. Per Trade) 2.71 2.42 3.07 2.71 2.71
% Days In Trade 10.09 5.04 5.04 10.09 10.09
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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.