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
HQ Backtest MYD vs NXN
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
MYD Blackrock Muniyield Fund Inc. Financial NYSE 626.46 -0.05 46.88 13.96 110942 119616
NXN Nuveen NY Select Tax-Free Income Portfol Financial NYSE 49.92 -0.12 3.92 13.13 7052 3300
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: 17768.10
Total net P/L: 7768.10 Total ROI: 77.68 %
CAGR: 12.19 % Max. DD: 11.45 %
System Score: 9.789 Sharpe Ratio: 2.170
Start Date: 2017-01-02 End Date: 2021-12-31
Total days: 1824
Commissions: 6758.64 Comm.% P/L 46.53 %
Total Transactions: 1484 Log. Linearity: 92.949 %
Total enabled Long enabled Short MYD NXN
Total Profit/Loss 14526.74 6704.99 7821.75 -7748.95 22275.70
Total Profit 27336.38 12742.60 14593.78 12886.38 30784.87
Total Loss 12809.63 6037.61 6772.03 20635.33 8509.17
Profit Factor 2.13 2.11 2.16 0.62 3.62
Trades 371 187 184 371 371
Winning Trades 269 139 130 175 250
Losing Trades 102 48 54 195 120
% Profitable 72.00 74.00 70.00 47.00 67.00
Profit/Loss Per Trade % 0.30 0.28 0.32 -0.15 0.44
Profit Per Trade % 0.80 0.72 0.88 0.59 0.94
Loss Per Trade % 0.99 0.99 0.98 0.80 0.57
Days In Trade 996 519 477 996 996
Days In Trade (Avg. Per Trade) 2.68 2.78 2.59 2.68 2.68
% Days In Trade 54.61 28.45 26.15 54.61 54.61
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.