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Model: Kalman-auto
HQ Backtest CRGY vs CRK
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
CRGY Crescent Energy Co Energy Oil & Gas E&P 2195 0.0388 12.37 1288782
CRK Comstock Resources Inc Energy Oil & Gas E&P 3159 0.068 10.81 3929205
Usage Target: 60.0 Sigma: 1.50
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: 0.001 Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.2 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 14551.41
Total net P/L: 4551.41 Total ROI: 45.51 %
CAGR: 76.49 % Max. DD: 15.57 %
System Score: 21.708 Sharpe Ratio: 1.778
Start Date: 2023-01-02 End Date: 2023-08-31
Total days: 241
Commissions: 968.00 Comm.% P/L 17.54 %
Total Transactions: 160 Log. Linearity: 65.715 %
Total enabled Long enabled Short CRGY CRK
Total Profit/Loss 5519.41 4987.19 532.22 -2480.43 7999.84
Total Profit 9618.57 5481.77 4136.80 5458.43 11640.09
Total Loss 4099.16 494.58 3604.58 7938.86 3640.25
Profit Factor 2.35 11.08 1.15 0.69 3.20
Trades 40 20 20 40 40
Winning Trades 29 16 13 18 27
Losing Trades 11 4 7 22 13
% Profitable 72.00 80.00 65.00 45.00 67.00
Profit/Loss Per Trade % 1.12 1.86 0.38 -0.45 1.53
Profit Per Trade % 2.54 2.55 2.53 2.20 3.24
Loss Per Trade % 2.42 0.84 3.33 2.52 1.91
Days In Trade 101 42 59 101 101
Days In Trade (Avg. Per Trade) 2.52 2.10 2.95 2.52 2.52
% Days In Trade 41.91 17.43 24.48 41.91 41.91
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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.