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Model: Kalman-grid-v2
HQ Backtest EEM vs EWH
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
EEM iShares MSCI Emerging Markets ETF 0.0134 58.38 30578062
EWH iShares MSCI Hong Kong ETF 2083 0.0264 23.03 3731527
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: beta
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: 9449.69
Total net P/L: -550.31 Total ROI: -5.50 %
CAGR: -2.69 % Max. DD: 15.90 %
System Score: -0.262 Sharpe Ratio: -0.318
Start Date: 2019-01-02 End Date: 2021-01-29
Total days: 758
Commissions: 306.07 Comm.% P/L 125.31 %
Total Transactions: 192 Log. Linearity: 46.039 %
Total enabled Long enabled Short EEM EWH
Total Profit/Loss -244.24 -229.48 -14.77 -1726.12 1481.88
Total Profit 2733.27 1095.64 1637.63 4469.27 6382.41
Total Loss 2977.51 1325.12 1652.40 6195.39 4900.53
Profit Factor 0.92 0.83 0.99 0.72 1.30
Trades 48 22 26 48 48
Winning Trades 28 11 17 25 26
Losing Trades 20 11 9 23 22
% Profitable 58.00 50.00 65.00 52.00 54.00
Profit/Loss Per Trade % -0.05 -0.10 -0.01 -0.48 0.25
Profit Per Trade % 1.03 1.03 1.03 1.82 2.49
Loss Per Trade % 1.51 1.21 1.89 2.66 2.26
Days In Trade 304 119 185 304 304
Days In Trade (Avg. Per Trade) 6.33 5.41 7.12 6.33 6.33
% Days In Trade 40.11 15.70 24.41 40.11 40.11
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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.