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Model: Kalman-grid-v2
HQ Backtest TLT vs EDV
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
TLT iShares 20+ Year Treasury Bond ETF 0.0257 83.56 34627928
EDV Vanguard Extended Duration Treasury Index Fund ETF Shares 0 61.33 1180515
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.02 / 0.04
Initial Capital: 10000.00 Final Equity: 7833.74
Total net P/L: -2166.26 Total ROI: -21.66 %
CAGR: -4.49 % Max. DD: 22.30 %
System Score: -2.363 Sharpe Ratio: -2.033
Start Date: 2021-01-04 End Date: 2026-04-30
Total days: 1942
Commissions: 760.00 Comm.% P/L 54.04 %
Total Transactions: 760 Log. Linearity: 80.764 %
Total enabled Long enabled Short TLT EDV
Total Profit/Loss -1406.26 519.45 -1925.70 -723.77 -682.49
Total Profit 3853.58 1758.21 2095.37 12379.86 16467.59
Total Loss 5259.83 1238.76 4021.07 13103.64 17150.08
Profit Factor 0.73 1.42 0.52 0.94 0.96
Trades 190 85 105 190 190
Winning Trades 118 56 62 63 128
Losing Trades 72 29 43 127 61
% Profitable 62.00 65.00 59.00 33.00 67.00
Profit/Loss Per Trade % -0.08 0.07 -0.21 -0.08 -0.07
Profit Per Trade % 0.37 0.35 0.39 2.16 1.45
Loss Per Trade % 0.82 0.48 1.05 1.16 3.09
Days In Trade 1429 532 897 1429 1429
Days In Trade (Avg. Per Trade) 7.52 6.26 8.54 7.52 7.52
% Days In Trade 73.58 27.39 46.19 73.58 73.58
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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.