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Model: Kalman-grid-v2
HQ Backtest BRO vs CVI
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BRO Brown & Brown Inc Financial Services Insurance Brokers 23933 0.0062 83.74 1252993
CVI CVR Energy Inc Energy Oil & Gas Refining & Marketing 3356 0.0603 32.77 990385
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: 6185.83
Total net P/L: -3814.17 Total ROI: -38.14 %
CAGR: -20.62 % Max. DD: 97.18 %
System Score: -0.014 Sharpe Ratio: 1.400
Start Date: 2018-01-02 End Date: 2020-01-31
Total days: 759
Commissions: 4352.89 Comm.% P/L 808.01 %
Total Transactions: 480 Log. Linearity: 8.690 %
Total enabled Long enabled Short BRO CVI
Total Profit/Loss 538.72 9792.90 -9254.18 42864.28 -42325.56
Total Profit 90710.08 47289.11 43420.97 61786.62 78994.18
Total Loss 90171.36 37496.21 52675.15 18922.34 121319.74
Profit Factor 1.01 1.26 0.82 3.27 0.65
Trades 120 62 58 120 120
Winning Trades 86 42 44 71 75
Losing Trades 34 20 14 49 45
% Profitable 71.00 67.00 75.00 59.00 62.00
Profit/Loss Per Trade % -0.02 2.36 -2.50 1.70 -1.99
Profit Per Trade % 11.53 12.14 10.95 6.37 12.24
Loss Per Trade % 18.56 13.94 25.48 4.55 17.45
Days In Trade 521 282 239 521 521
Days In Trade (Avg. Per Trade) 4.34 4.55 4.12 4.34 4.34
% Days In Trade 68.64 37.15 31.49 68.64 68.64
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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.