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Model: Kalman
HQ Backtest XOM vs CVX
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
XOM Exxon Mobil Corp Energy Oil & Gas Integrated 491898 0.0354 111.92 15792448
CVX Chevron Corp Energy Oil & Gas Integrated 278510 0.0417 156.21 7457323
Warning: This model is provided for education purposes only. Use Kalman Grid model to trade based on Kalman filters. ×
Entry Threshold: 1.30 Exit Threshold: -1.30
Max Duration: 100 Entry Mode: Uptick Reversals:
δ: 0.0001 Ve: 0.001 Neutrality: dollar
Aux StdDev Per: 0 Unstable Period: 20
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2014.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 9956.23
Total net P/L: -43.77 Total ROI: -0.44 %
CAGR: -0.06 % Max. DD: 14.21 %
System Score: -0.000 Sharpe Ratio: 0.047
Start Date: 2018-01-02 End Date: 2024-10-31
Total days: 2494
Commissions: 536.00 Comm.% P/L 108.89 %
Total Transactions: 536 Log. Linearity: 0.973 %
Total enabled Long disable Short XOM CVX
Total Profit/Loss 492.23 492.23 0.00 -1346.88 1839.11
Total Profit 5881.55 5881.55 0.00 10477.25 12120.95
Total Loss 5389.32 5389.32 0.00 11824.13 10281.84
Profit Factor 1.09 1.09 0.00 0.89 1.18
Trades 134 134 0 134 134
Winning Trades 85 85 0 67 68
Losing Trades 49 49 0 67 66
% Profitable 63.00 63.00 0.00 50.00 50.00
Profit/Loss Per Trade % 0.04 0.04 0.00 -0.14 0.12
Profit Per Trade % 0.71 0.71 0.00 1.57 1.81
Loss Per Trade % 1.10 1.10 0.00 1.78 1.56
Days In Trade 1192 1192 0 1192 1192
Days In Trade (Avg. Per Trade) 8.90 8.90 0.00 8.90 8.90
% Days In Trade 47.79 47.79 0.00 47.79 47.79
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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.