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Model: Kalman-grid-v2
HQ Backtest CNQ vs TRGP
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
CNQ Canadian Natural Resources Ltd Energy Oil & Gas E&P 106270 0.0482 51.55 9182894
TRGP Targa Resources Inc Energy Oil & Gas Midstream 61259 0.0157 285.68 1324302
Entry Threshold: 1.50 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: 9908.87
Total net P/L: -91.13 Total ROI: -0.91 %
CAGR: -1.82 % Max. DD: 10.85 %
System Score: -0.015 Sharpe Ratio: -0.053
Start Date: 2026-03-02 End Date: 2026-08-31
Total days: 182
Commissions: 172.00 Comm.% P/L 212.69 %
Total Transactions: 172 Log. Linearity: 20.256 %
Total enabled Long enabled Short CNQ TRGP
Total Profit/Loss 80.87 23.38 57.49 -512.37 593.24
Total Profit 1997.52 1023.47 974.05 1882.53 2368.31
Total Loss 1916.65 1000.09 916.56 2394.90 1775.07
Profit Factor 1.04 1.02 1.06 0.79 1.33
Trades 43 22 21 43 43
Winning Trades 29 16 13 23 24
Losing Trades 14 6 8 20 19
% Profitable 67.00 72.00 61.00 53.00 55.00
Profit/Loss Per Trade % 0.02 0.02 0.03 -0.12 0.14
Profit Per Trade % 0.72 0.68 0.78 0.86 1.03
Loss Per Trade % 1.38 1.68 1.15 1.22 0.97
Days In Trade 160 85 75 160 160
Days In Trade (Avg. Per Trade) 3.72 3.86 3.57 3.72 3.72
% Days In Trade 87.91 46.70 41.21 87.91 87.91
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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.