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Model: Kalman-grid-v2
HQ Backtest IWM vs SRTY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
IWM iShares Russell 2000 ETF 0.0096 213.14 35707275
SRTY ProShares UltraPro Short Russell2000 0.0109 23.88 1420532
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Inverted: IWM Transformed: n/a A=1000.0 B=0.1
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: 12759.69
Total net P/L: 2759.69 Total ROI: 27.60 %
CAGR: 34.38 % Max. DD: 31.77 %
System Score: 0.231 Sharpe Ratio: 0.716
Start Date: 2022-01-03 End Date: 2022-10-31
Total days: 301
Commissions: 189.63 Comm.% P/L 6.43 %
Total Transactions: 188 Log. Linearity: 18.862 %
Total enabled Long enabled Short IWM SRTY
Total Profit/Loss 2949.32 935.94 2013.38 -417.24 3366.56
Total Profit 12175.82 4609.85 7565.97 5549.22 18142.28
Total Loss 9226.50 3673.91 5552.59 5966.46 14775.72
Profit Factor 1.32 1.25 1.36 0.93 1.23
Trades 47 25 22 47 47
Winning Trades 29 14 15 18 29
Losing Trades 18 11 7 29 18
% Profitable 61.00 56.00 68.00 38.00 61.00
Profit/Loss Per Trade % 0.56 0.21 0.95 -0.18 0.50
Profit Per Trade % 3.94 2.99 4.84 2.73 5.86
Loss Per Trade % 4.51 3.17 6.65 1.93 7.18
Days In Trade 234 140 94 234 234
Days In Trade (Avg. Per Trade) 4.98 5.60 4.27 4.98 4.98
% Days In Trade 77.74 46.51 31.23 77.74 77.74
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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.