Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In

Forgot Username?
Forgot Password?
×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Kalman-grid-v2
HQ Backtest AGG vs BND
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
AGG iShares Core U.S. Aggregate Bond ETF 65357 0.0245 101.14 8553517
BND Vanguard Total Bond Market Index Fund ETF Shares 0.0257 75.02 6868886
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: 9479.65
Total net P/L: -520.35 Total ROI: -5.20 %
CAGR: -2.54 % Max. DD: 7.20 %
System Score: -1.471 Sharpe Ratio: -1.915
Start Date: 2018-01-02 End Date: 2020-01-31
Total days: 759
Commissions: 224.00 Comm.% P/L 75.59 %
Total Transactions: 224 Log. Linearity: 83.389 %
Total enabled Long enabled Short AGG BND
Total Profit/Loss -296.35 132.52 -428.86 -224.56 -71.79
Total Profit 605.80 355.52 250.29 682.63 42.57
Total Loss 902.15 223.00 679.15 907.19 114.36
Profit Factor 0.67 1.59 0.37 0.75 0.37
Trades 56 24 32 56 56
Winning Trades 41 20 21 37 4
Losing Trades 15 4 11 19 52
% Profitable 73.00 83.00 65.00 66.00 7.00
Profit/Loss Per Trade % -0.05 0.06 -0.14 -0.04 -0.01
Profit Per Trade % 0.15 0.19 0.12 0.19 0.11
Loss Per Trade % 0.62 0.56 0.64 0.49 0.02
Days In Trade 403 123 280 403 403
Days In Trade (Avg. Per Trade) 7.20 5.12 8.75 7.20 7.20
% Days In Trade 53.10 16.21 36.89 53.10 53.10
loading
Trade Log
loading
FB LN TW

© 2011 - 2025 Quantverse OÜ. All Rights Reserved.

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.