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Model: Kalman-grid-v2
HQ Backtest SSP vs GTN
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SSP E. W. Scripps Co Class A Communication Services Broadcasting 211 2.39 878348
GTN Gray Television Inc Communication Services Broadcasting 381 0.0955 3.72 1436310
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: 27480.54
Total net P/L: 17480.54 Total ROI: 174.81 %
CAGR: 21.63 % Max. DD: 55.23 %
System Score: 0.000 Sharpe Ratio: 1.422
Start Date: 2020-01-02 End Date: 2025-02-28
Total days: 1884
Commissions: 5894.65 Comm.% P/L 25.22 %
Total Transactions: 464 Log. Linearity: 1.193 %
Total enabled Long enabled Short SSP GTN
Total Profit/Loss 23375.19 17988.49 5386.70 16097.29 7277.90
Total Profit 75935.13 41412.64 34522.50 91413.27 60622.55
Total Loss 52559.94 23424.15 29135.79 75315.98 53344.65
Profit Factor 1.44 1.77 1.18 1.21 1.14
Trades 116 66 50 116 116
Winning Trades 80 46 34 68 66
Losing Trades 36 20 16 48 47
% Profitable 68.00 69.00 68.00 58.00 56.00
Profit/Loss Per Trade % 1.17 1.69 0.49 0.49 -0.13
Profit Per Trade % 5.61 5.63 5.59 8.60 5.39
Loss Per Trade % 7.52 6.38 8.97 9.05 6.93
Days In Trade 873 529 344 873 873
Days In Trade (Avg. Per Trade) 7.53 8.02 6.88 7.53 7.53
% Days In Trade 46.34 28.08 18.26 46.34 46.34
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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.