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Model: Kalman-grid-v2
HQ Backtest SILC vs CRNC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SILC Silicom Technology Communication Equipment 92 16.2212 23064
CRNC Cerence Inc Technology Software - Application 586 13.52 3742052
Entry Threshold: 1.10 Exit Threshold: 0.10
Max Duration: 20 Entry Mode: Simple 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: -37379.80
Total net P/L: -47379.80 Total ROI: -473.80 %
CAGR: 0.00 % Max. DD: 150.85 %
System Score: 0.000 Sharpe Ratio: 0.497
Start Date: 2024-08-01 End Date: 2025-07-31
Total days: 364
Commissions: 2507.61 Comm.% P/L 5.59 %
Total Transactions: 100 Log. Linearity: 69.124 %
Total enabled Long enabled Short SILC CRNC
Total Profit/Loss -44872.19 -103671.93 58799.74 11143.00 -56015.19
Total Profit 72763.34 13963.60 58799.74 15316.53 71278.37
Total Loss 117635.54 117635.54 0.00 4173.53 127293.56
Profit Factor 0.62 0.12 0.00 3.67 0.56
Trades 25 11 14 25 25
Winning Trades 21 7 14 14 20
Losing Trades 4 4 0 11 5
% Profitable 84.00 63.00 100.00 56.00 80.00
Profit/Loss Per Trade % 0.00 0.00 12.48 0.97 0.00
Profit Per Trade % 11.54 9.70 12.48 3.28 11.91
Loss Per Trade % 35.05 35.05 0.00 1.85 31.02
Days In Trade 140 92 48 140 140
Days In Trade (Avg. Per Trade) 5.60 8.36 3.43 5.60 5.60
% Days In Trade 38.46 25.27 13.19 38.46 38.46
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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.