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Model: Kalman-grid-v2
HQ Backtest ASND vs BAP
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
ASND Ascendis Pharma AS Healthcare Biotechnology 17740 265.57 669327
BAP Credicorp Ltd Financial Services Banks - Regional 31844 0.036 392.24 413253
Entry Threshold: 2.00 Exit Threshold: -1.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 15.0 Margin Req. 2: 15.0 High Leverage
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 50000.00 Final Equity: 34.40
Total net P/L: -49965.60 Total ROI: -99.93 %
CAGR: -67.40 % Max. DD: 102.27 %
System Score: -21.710 Sharpe Ratio: -0.196
Start Date: 2020-01-02 End Date: 2026-06-30
Total days: 2371
Commissions: 442.37 Comm.% P/L 0.89 %
Total Transactions: 196 Log. Linearity: 68.548 %
Total enabled Long enabled Short ASND BAP
Total Profit/Loss -49523.23 30834.32 -80357.56 -65997.94 16474.71
Total Profit 92884.47 48717.91 44166.56 67760.10 97725.80
Total Loss 142407.70 17883.59 124524.11 133758.04 81251.10
Profit Factor 0.65 2.72 0.35 0.51 1.20
Trades 49 25 24 49 49
Winning Trades 28 14 14 26 26
Losing Trades 21 11 10 23 23
% Profitable 57.00 56.00 58.00 53.00 53.00
Profit/Loss Per Trade % -12.57 -8.11 -16.97 -10.70 -4.28
Profit Per Trade % 14.59 14.99 14.18 12.89 15.66
Loss Per Trade % 27.73 20.03 36.76 21.66 18.04
Days In Trade 524 273 251 524 524
Days In Trade (Avg. Per Trade) 10.69 10.92 10.46 10.69 10.69
% Days In Trade 22.10 11.51 10.59 22.10 22.10
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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.