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Model: Kalman-grid-v2
HQ Backtest MDU vs PRK
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
MDU MDU Resources Group Inc Industrials Conglomerates 4271 0.0063 20.9 1857891
PRK Park National Corporation Financial Services Banks - Regional 2512 0.0277 156.22 57727
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: 15188.52
Total net P/L: 5188.52 Total ROI: 51.89 %
CAGR: 22.26 % Max. DD: 17.44 %
System Score: 8.137 Sharpe Ratio: 1.445
Start Date: 2018-01-02 End Date: 2020-01-31
Total days: 759
Commissions: 893.64 Comm.% P/L 14.69 %
Total Transactions: 408 Log. Linearity: 71.500 %
Total enabled Long enabled Short MDU PRK
Total Profit/Loss 6082.16 3374.68 2707.48 4459.54 1622.62
Total Profit 13027.75 6177.75 6850.00 11223.28 12795.05
Total Loss 6945.59 2803.07 4142.52 6763.73 11172.43
Profit Factor 1.88 2.20 1.65 1.66 1.15
Trades 102 47 55 102 102
Winning Trades 75 35 40 62 67
Losing Trades 27 12 15 40 35
% Profitable 73.00 74.00 72.00 60.00 65.00
Profit/Loss Per Trade % 0.48 0.56 0.41 0.31 0.12
Profit Per Trade % 1.40 1.41 1.38 1.42 1.54
Loss Per Trade % 1.95 1.82 2.06 1.37 2.41
Days In Trade 593 292 301 593 593
Days In Trade (Avg. Per Trade) 5.81 6.21 5.47 5.81 5.81
% Days In Trade 78.13 38.47 39.66 78.13 78.13
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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.