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Model: Kalman-grid-v2
HQ Backtest HD vs SHW
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
HD The Home Depot Inc Consumer Cyclical Home Improvement Retail 385462 0.0241 382.37 3772879
SHW Sherwin-Williams Co Basic Materials Specialty Chemicals 90019 0.0086 361.04 1809685
Entry Threshold: 1.50 Exit Threshold: 0.10
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: auto Neutrality: beta
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: 11049.86
Total net P/L: 1049.86 Total ROI: 10.50 %
CAGR: 4.92 % Max. DD: 8.28 %
System Score: 1.006 Sharpe Ratio: 0.981
Start Date: 2024-01-02 End Date: 2026-01-30
Total days: 759
Commissions: 660.00 Comm.% P/L 38.60 %
Total Transactions: 660 Log. Linearity: 58.913 %
Total enabled Long enabled Short HD SHW
Total Profit/Loss 1709.86 780.16 929.70 1121.71 588.15
Total Profit 5630.05 2629.01 3001.04 6902.47 6490.45
Total Loss 3920.19 1848.85 2071.34 5780.76 5902.30
Profit Factor 1.44 1.42 1.45 1.19 1.10
Trades 165 84 81 165 165
Winning Trades 121 58 63 92 90
Losing Trades 44 26 18 73 75
% Profitable 73.00 69.00 77.00 55.00 54.00
Profit/Loss Per Trade % 0.10 0.09 0.11 0.06 0.03
Profit Per Trade % 0.43 0.41 0.44 0.68 0.65
Loss Per Trade % 0.80 0.64 1.03 0.71 0.70
Days In Trade 594 294 300 594 594
Days In Trade (Avg. Per Trade) 3.60 3.50 3.70 3.60 3.60
% Days In Trade 78.26 38.74 39.53 78.26 78.26
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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.