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Model: Kalman
HQ Backtest MYD vs NXN
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
MYD BlackRock MuniYield Fund Financial Services Asset Management 545 0.0529 10.77 126793
NXN Nuveen New York Select Tax-Free Income Portfolio Financial Services Asset Management 48 0.0418 12.14 11305
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: 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: 13751.17
Total net P/L: 3751.17 Total ROI: 37.51 %
CAGR: 6.58 % Max. DD: 10.05 %
System Score: 2.679 Sharpe Ratio: 1.966
Start Date: 2017-01-02 End Date: 2021-12-31
Total days: 1824
Commissions: 640.25 Comm.% P/L 14.58 %
Total Transactions: 152 Log. Linearity: 74.107 %
Total enabled Long enabled Short MYD NXN
Total Profit/Loss 4391.42 3320.96 1070.45 -2767.23 7158.65
Total Profit 5978.32 4150.90 1827.42 2314.85 8087.51
Total Loss 1586.90 829.94 756.97 5082.08 928.87
Profit Factor 3.77 5.00 2.41 0.46 8.71
Trades 38 24 14 38 38
Winning Trades 32 20 12 14 32
Losing Trades 6 4 2 24 6
% Profitable 84.00 83.00 85.00 36.00 84.00
Profit/Loss Per Trade % 0.99 1.17 0.69 -0.71 1.63
Profit Per Trade % 1.63 1.80 1.35 1.47 2.23
Loss Per Trade % 2.33 1.92 3.16 1.89 1.41
Days In Trade 76 48 28 76 76
Days In Trade (Avg. Per Trade) 2.00 2.00 2.00 2.00 2.00
% Days In Trade 4.17 2.63 1.54 4.17 4.17
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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.