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Model: Kalman-auto
HQ Backtest V vs MA
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
V Visa Inc. Class A Financial Services Credit Services 639299 0.0077 331.58 6484678
MA Mastercard Inc Financial Services Credit Services 490265 0.0057 548.74 2893220
Usage Target: 60.0 Sigma: 1.50
Max Duration: 61 Entry Mode: Simple Reversals:
Ve: 1 Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.2 Bid-Ask 0.04 / 0.04
Initial Capital: 10000.00 Final Equity: 41761.12
Total net P/L: 31761.12 Total ROI: 317.61 %
CAGR: 9.94 % Max. DD: 18.89 %
System Score: 7.792 Sharpe Ratio: 3.476
Start Date: 2011-01-03 End Date: 2026-01-30
Total days: 5506
Commissions: 2284.18 Comm.% P/L 6.71 %
Total Transactions: 2192 Log. Linearity: 92.209 %
Total enabled Long enabled Short V MA
Total Profit/Loss 34045.30 18529.81 15515.49 30491.77 3553.53
Total Profit 88896.09 46156.39 42739.70 157534.67 155413.92
Total Loss 54850.79 27626.58 27224.21 127042.90 151860.39
Profit Factor 1.62 1.67 1.57 1.24 1.02
Trades 548 292 256 548 548
Winning Trades 380 207 173 307 306
Losing Trades 168 85 83 241 241
% Profitable 69.00 70.00 67.00 56.00 55.00
Profit/Loss Per Trade % 0.28 0.28 0.28 0.19 0.00
Profit Per Trade % 0.94 0.88 1.00 1.97 1.96
Loss Per Trade % 1.18 1.15 1.21 1.99 2.35
Days In Trade 3255 1640 1615 3255 3255
Days In Trade (Avg. Per Trade) 5.94 5.62 6.31 5.94 5.94
% Days In Trade 59.12 29.79 29.33 59.12 59.12
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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.