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Model: Kalman-grid-v2
HQ Backtest BHK vs MQY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BHK BlackRock Core Bond Closed Fund Financial Services Asset Management 564 0.0857 10.38 178993
MQY BlackRock MuniYield Quality Closed Fund Financial Services Asset Management 935 0.0437 11.9 209202
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: 30909.67
Total net P/L: 20909.67 Total ROI: 209.10 %
CAGR: 21.70 % Max. DD: 10.46 %
System Score: 13.479 Sharpe Ratio: 3.882
Start Date: 2017-01-02 End Date: 2022-09-30
Total days: 2097
Commissions: 3984.19 Comm.% P/L 16.00 %
Total Transactions: 728 Log. Linearity: 85.317 %
Total enabled Long enabled Short BHK MQY
Total Profit/Loss 24893.86 11676.11 13217.75 9715.71 15178.15
Total Profit 30122.73 15365.93 14756.79 25626.06 26888.17
Total Loss 5228.87 3689.82 1539.05 15910.35 11710.02
Profit Factor 5.76 4.16 9.59 1.61 2.30
Trades 182 92 90 182 182
Winning Trades 151 76 75 112 105
Losing Trades 31 16 15 70 77
% Profitable 82.00 82.00 83.00 61.00 57.00
Profit/Loss Per Trade % 0.76 0.74 0.78 0.35 0.37
Profit Per Trade % 1.13 1.15 1.12 1.35 1.40
Loss Per Trade % 1.01 1.15 0.86 1.18 1.00
Days In Trade 1399 618 781 1399 1399
Days In Trade (Avg. Per Trade) 7.69 6.72 8.68 7.69 7.69
% Days In Trade 66.71 29.47 37.24 66.71 66.71
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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.