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Model: Kalman
HQ Backtest ABT vs MTCH
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
ABT Abbott Laboratories Healthcare Medical Devices 223719 0.0185 128.54 6624393
MTCH Match Group Inc Communication Services Internet Content & Information 7803 0.0176 32.43 4617957
Warning: This model is provided for education purposes only. Use Kalman Grid model to trade based on Kalman filters. ×
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 31 Entry Mode: Uptick Reversals:
δ: 0.0001 Ve: 0.001 Neutrality: dollar
Aux StdDev Per: 0 Unstable Period: 20
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2014.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 12021.49
Total net P/L: 2021.49 Total ROI: 20.21 %
CAGR: 2.77 % Max. DD: 32.31 %
System Score: 0.022 Sharpe Ratio: 0.697
Start Date: 2019-01-02 End Date: 2025-09-30
Total days: 2463
Commissions: 1156.08 Comm.% P/L 36.38 %
Total Transactions: 1156 Log. Linearity: 19.974 %
Total enabled Long enabled Short ABT MTCH
Total Profit/Loss 3177.57 4309.88 -1132.31 1926.12 1251.45
Total Profit 23041.35 12689.50 10351.85 12269.67 22868.07
Total Loss 19863.78 8379.62 11484.17 10343.55 21616.62
Profit Factor 1.16 1.51 0.90 1.19 1.06
Trades 289 151 138 289 289
Winning Trades 187 99 88 153 169
Losing Trades 102 52 50 136 120
% Profitable 64.00 65.00 63.00 52.00 58.00
Profit/Loss Per Trade % 0.10 0.26 -0.07 0.07 0.03
Profit Per Trade % 1.19 1.25 1.13 0.78 1.31
Loss Per Trade % 1.83 1.56 2.10 0.72 1.70
Days In Trade 786 378 408 786 786
Days In Trade (Avg. Per Trade) 2.72 2.50 2.96 2.72 2.72
% Days In Trade 31.91 15.35 16.57 31.91 31.91
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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.