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Model: Kalman-grid-v2
HQ Backtest UUP vs IAU
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
UUP Invesco DB US Dollar Index Bullish Fund 0 28.04 1595361
IAU iShares Gold Trust 39.4 5227916
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: 5117.56
Total net P/L: -4882.44 Total ROI: -48.82 %
CAGR: -27.54 % Max. DD: 56.85 %
System Score: -0.525 Sharpe Ratio: -0.387
Start Date: 2018-01-02 End Date: 2020-01-31
Total days: 759
Commissions: 2336.60 Comm.% P/L 91.78 %
Total Transactions: 324 Log. Linearity: 26.711 %
Total enabled Long enabled Short UUP IAU
Total Profit/Loss -2545.84 -2202.30 -343.54 -734.28 -1811.56
Total Profit 14901.83 9053.31 5848.52 6097.61 11787.14
Total Loss 17447.67 11255.61 6192.06 6831.89 13598.70
Profit Factor 0.85 0.80 0.94 0.89 0.87
Trades 81 47 34 81 81
Winning Trades 53 34 19 49 49
Losing Trades 28 13 15 31 32
% Profitable 65.00 72.00 55.00 60.00 60.00
Profit/Loss Per Trade % -0.44 -0.83 0.10 -0.02 -0.34
Profit Per Trade % 4.01 3.68 4.59 1.72 3.48
Loss Per Trade % 7.55 10.39 5.14 2.64 5.39
Days In Trade 433 248 185 433 433
Days In Trade (Avg. Per Trade) 5.35 5.28 5.44 5.35 5.35
% Days In Trade 57.05 32.67 24.37 57.05 57.05
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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.