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Model: Kalman-grid-v2
HQ Backtest USO vs XLE
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
USO United States Oil Fund LP 67.28 3567585
XLE Energy Select Sector SPDR® Fund 0.0263 82.7 15390946
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple 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: 17871.47
Total net P/L: 7871.47 Total ROI: 78.71 %
CAGR: 20.20 % Max. DD: 33.01 %
System Score: 10.633 Sharpe Ratio: 1.415
Start Date: 2020-08-03 End Date: 2023-09-29
Total days: 1152
Commissions: 1014.58 Comm.% P/L 11.42 %
Total Transactions: 784 Log. Linearity: 80.747 %
Total enabled Long enabled Short USO XLE
Total Profit/Loss 8886.05 6552.08 2333.97 16532.92 -7646.87
Total Profit 33723.51 17470.94 16252.57 50935.61 36070.02
Total Loss 24837.46 10918.86 13918.60 34402.69 43716.89
Profit Factor 1.36 1.60 1.17 1.48 0.83
Trades 196 96 100 196 196
Winning Trades 139 73 66 119 100
Losing Trades 57 23 34 77 96
% Profitable 70.00 76.00 66.00 60.00 51.00
Profit/Loss Per Trade % 0.33 0.48 0.19 0.57 -0.37
Profit Per Trade % 1.63 1.57 1.70 2.81 2.29
Loss Per Trade % 2.67 2.79 2.59 2.72 2.89
Days In Trade 984 460 524 984 984
Days In Trade (Avg. Per Trade) 5.02 4.79 5.24 5.02 5.02
% Days In Trade 85.42 39.93 45.49 85.42 85.42
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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.