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Model: Kalman-grid-v2
HQ Backtest UUP vs BND
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
UUP Invesco DB US Dollar Index Bullish Fund 0 28.3 1124343
BND Vanguard Total Bond Market Index Fund ETF Shares 0.0257 75.15 6881657
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 10.0 Margin Req. 2: 10.0 High Leverage
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10665.42
Total net P/L: 665.42 Total ROI: 6.65 %
CAGR: 3.15 % Max. DD: 29.71 %
System Score: 0.359 Sharpe Ratio: 0.359
Start Date: 2018-01-02 End Date: 2020-01-31
Total days: 759
Commissions: 1893.48 Comm.% P/L 74.00 %
Total Transactions: 308 Log. Linearity: 48.505 %
Total enabled Long enabled Short UUP BND
Total Profit/Loss 2558.90 2881.22 -322.31 2649.46 -90.56
Total Profit 10425.48 4511.43 5914.05 9857.76 1225.88
Total Loss 7866.58 1630.21 6236.37 7208.30 1316.43
Profit Factor 1.33 2.77 0.95 1.37 0.93
Trades 77 32 45 77 77
Winning Trades 52 25 27 53 11
Losing Trades 25 7 18 24 66
% Profitable 67.00 78.00 60.00 68.00 14.00
Profit/Loss Per Trade % 0.34 0.96 -0.09 0.36 -0.01
Profit Per Trade % 2.17 1.94 2.38 2.00 1.26
Loss Per Trade % 3.22 2.41 3.54 3.06 0.22
Days In Trade 525 146 379 525 525
Days In Trade (Avg. Per Trade) 6.82 4.56 8.42 6.82 6.82
% Days In Trade 69.17 19.24 49.93 69.17 69.17
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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.