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Model: Kalman-grid-v2
HQ Backtest KNX vs WERN
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
KNX Knight Transportation Inc Industrials Trucking 6766 0.0158 41.69 2671206
WERN Werner Enterprises Inc Industrials Trucking 1676 0.0195 28.01 842021
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: 39806.34
Total net P/L: 29806.34 Total ROI: 298.06 %
CAGR: 27.64 % Max. DD: 21.21 %
System Score: 21.027 Sharpe Ratio: 3.610
Start Date: 2020-01-02 End Date: 2025-08-29
Total days: 2066
Commissions: 2427.84 Comm.% P/L 7.53 %
Total Transactions: 976 Log. Linearity: 91.286 %
Total enabled Long enabled Short KNX WERN
Total Profit/Loss 32234.18 24213.11 8021.07 5052.32 27181.86
Total Profit 57448.48 30366.05 27082.43 76533.33 84049.47
Total Loss 25214.30 6152.94 19061.36 71481.01 56867.61
Profit Factor 2.28 4.94 1.42 1.07 1.48
Trades 244 113 131 244 244
Winning Trades 187 91 96 139 130
Losing Trades 57 22 35 105 113
% Profitable 76.00 80.00 73.00 56.00 53.00
Profit/Loss Per Trade % 0.61 0.92 0.35 0.07 0.44
Profit Per Trade % 1.37 1.43 1.32 2.45 2.78
Loss Per Trade % 1.79 1.14 2.19 2.91 2.15
Days In Trade 1452 543 909 1452 1452
Days In Trade (Avg. Per Trade) 5.95 4.81 6.94 5.95 5.95
% Days In Trade 70.28 26.28 44.00 70.28 70.28
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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.