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Model: Kalman-grid-v2
HQ Backtest FFIN vs AGM.A
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
FFIN First Financial Bankshares Inc Financial Services Banks - Regional 4976 0.0208 35 524377
AGM.A Federal Agricultural Mortgage Corporation Financial Services Credit Services 1944 0.0449 128.24 1031
Entry Threshold: 1.20 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: 34114.93
Total net P/L: 24114.93 Total ROI: 241.15 %
CAGR: 225.02 % Max. DD: 8.72 %
System Score: 168.311 Sharpe Ratio: 3.615
Start Date: 2024-09-02 End Date: 2025-09-17
Total days: 380
Commissions: 638.16 Comm.% P/L 2.58 %
Total Transactions: 304 Log. Linearity: 90.775 %
Total enabled Long enabled Short FFIN AGM.A
Total Profit/Loss 24753.09 14788.63 9964.46 12363.34 12389.75
Total Profit 31192.85 16538.80 14654.05 23703.99 25926.70
Total Loss 6439.76 1750.17 4689.59 11340.65 13536.95
Profit Factor 4.84 9.45 3.12 2.09 1.92
Trades 76 37 39 76 76
Winning Trades 63 32 31 46 49
Losing Trades 13 5 8 30 27
% Profitable 82.00 86.00 79.00 60.00 64.00
Profit/Loss Per Trade % 1.67 1.98 1.37 0.62 0.97
Profit Per Trade % 2.39 2.52 2.25 2.32 2.66
Loss Per Trade % 1.72 1.37 1.94 1.88 1.91
Days In Trade 303 149 154 303 303
Days In Trade (Avg. Per Trade) 3.99 4.03 3.95 3.99 3.99
% Days In Trade 79.74 39.21 40.53 79.74 79.74
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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.