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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: 1.60 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: 12486.47
Total net P/L: 2486.47 Total ROI: 24.86 %
CAGR: 24.94 % Max. DD: 4.36 %
System Score: 6.679 Sharpe Ratio: 2.521
Start Date: 2024-11-01 End Date: 2025-10-31
Total days: 364
Commissions: 316.98 Comm.% P/L 11.31 %
Total Transactions: 308 Log. Linearity: 64.456 %
Total enabled Long enabled Short BHLB CAC
Total Profit/Loss 2803.45 1664.34 1139.11 1621.53 1181.92
Total Profit 3777.16 2146.80 1630.36 4111.21 4926.92
Total Loss 973.71 482.46 491.25 2489.68 3745.00
Profit Factor 3.88 4.45 3.32 1.65 1.32
Trades 77 38 39 77 77
Winning Trades 56 28 28 34 47
Losing Trades 21 10 11 43 30
% Profitable 72.00 73.00 71.00 44.00 61.00
Profit/Loss Per Trade % 0.33 0.39 0.26 0.20 0.11
Profit Per Trade % 0.61 0.70 0.53 1.16 0.96
Loss Per Trade % 0.43 0.45 0.41 0.55 1.19
Days In Trade 297 132 165 297 297
Days In Trade (Avg. Per Trade) 3.86 3.47 4.23 3.86 3.86
% Days In Trade 81.59 36.26 45.33 81.59 81.59
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Trade Log
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FB LN TW

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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.