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Model: Kalman-auto
HQ Backtest SGOL vs SIVR
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SGOL abrdn Physical Gold Shares ETF 32.42 4560850
SIVR abrdn Physical Silver Shares ETF 36.58 851699
Usage Target: 60.0 Sigma: 1.50
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: 0.001 Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.2 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 7902.42
Total net P/L: -2097.58 Total ROI: -20.98 %
CAGR: -21.18 % Max. DD: 21.55 %
System Score: -5.719 Sharpe Ratio: -1.969
Start Date: 2023-01-02 End Date: 2023-12-29
Total days: 361
Commissions: 597.59 Comm.% P/L 39.84 %
Total Transactions: 264 Log. Linearity: 64.632 %
Total enabled Long enabled Short SGOL SIVR
Total Profit/Loss -1499.99 86.22 -1586.21 -124.61 -1375.38
Total Profit 2739.80 1661.31 1078.49 2628.85 4317.00
Total Loss 4239.79 1575.09 2664.70 2753.46 5692.38
Profit Factor 0.65 1.05 0.40 0.95 0.76
Trades 66 33 33 66 66
Winning Trades 41 23 18 28 34
Losing Trades 25 10 15 38 31
% Profitable 62.00 69.00 54.00 42.00 51.00
Profit/Loss Per Trade % -0.26 0.03 -0.54 -0.01 -0.27
Profit Per Trade % 0.72 0.78 0.65 1.04 1.37
Loss Per Trade % 1.82 1.66 1.92 0.78 1.98
Days In Trade 211 107 104 211 211
Days In Trade (Avg. Per Trade) 3.20 3.24 3.15 3.20 3.20
% Days In Trade 58.45 29.64 28.81 58.45 58.45
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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.