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Model: Kalman-grid-v2
HQ Backtest BHLB vs CAC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BHLB Berkshire Hills Bancorp Inc Financial Services Banks - Regional 2202 0.0274 26.5 495098
CAC Camden National Corporation Financial Services Banks - Regional 717 0.0394 42.37 74786
Entry Threshold: 1.50 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 12551.15
Total net P/L: 2551.15 Total ROI: 25.51 %
CAGR: 25.59 % Max. DD: 4.36 %
System Score: 7.167 Sharpe Ratio: 2.582
Start Date: 2024-11-01 End Date: 2025-10-31
Total days: 364
Commissions: 321.29 Comm.% P/L 11.19 %
Total Transactions: 312 Log. Linearity: 65.425 %
Total enabled Long enabled Short BHLB CAC
Total Profit/Loss 2872.44 1666.79 1205.65 1831.94 1040.50
Total Profit 3847.12 2149.71 1697.41 4325.20 4960.52
Total Loss 974.68 482.92 491.76 2493.26 3920.02
Profit Factor 3.95 4.45 3.45 1.73 1.27
Trades 78 38 40 78 78
Winning Trades 57 28 29 35 47
Losing Trades 21 10 11 43 31
% Profitable 73.00 73.00 72.00 44.00 60.00
Profit/Loss Per Trade % 0.33 0.39 0.27 0.23 0.09
Profit Per Trade % 0.61 0.69 0.53 1.19 0.96
Loss Per Trade % 0.43 0.45 0.41 0.55 1.21
Days In Trade 302 132 170 302 302
Days In Trade (Avg. Per Trade) 3.87 3.47 4.25 3.87 3.87
% Days In Trade 82.97 36.26 46.70 82.97 82.97
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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.