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Model: Kalman
HQ Backtest GOOG vs MSFT
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
GOOG Alphabet Inc Class C Communication Services Internet Content & Information 2093392 171.93 21794271
MSFT Microsoft Corporation Technology Software - Infrastructure 3096003 0.0072 416.56 22770888
Warning: This model is provided for education purposes only. Use Kalman Grid model to trade based on Kalman filters. ×
Entry Threshold: 3.60 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
δ: 0.0001 Ve: 0.001 Neutrality: dollar
Aux StdDev Per: 0 Unstable Period: 20
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2014.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10824.33
Total net P/L: 824.33 Total ROI: 8.24 %
CAGR: 2.14 % Max. DD: 26.34 %
System Score: 0.000 Sharpe Ratio: 0.456
Start Date: 2019-01-02 End Date: 2022-09-29
Total days: 1366
Commissions: 452.73 Comm.% P/L 35.45 %
Total Transactions: 452 Log. Linearity: 5.564 %
Total enabled Long enabled Short GOOG MSFT
Total Profit/Loss 1277.06 1467.22 -190.16 -354.59 1631.65
Total Profit 8816.59 5381.26 3435.33 11826.16 13491.74
Total Loss 7539.53 3914.04 3625.49 12180.75 11860.09
Profit Factor 1.17 1.37 0.95 0.97 1.14
Trades 113 60 53 113 113
Winning Trades 77 42 35 54 58
Losing Trades 36 18 18 59 55
% Profitable 68.00 70.00 66.00 47.00 51.00
Profit/Loss Per Trade % 0.11 0.24 -0.04 -0.04 0.08
Profit Per Trade % 1.05 1.19 0.89 2.02 2.07
Loss Per Trade % 1.84 1.90 1.78 1.83 1.93
Days In Trade 306 172 134 306 306
Days In Trade (Avg. Per Trade) 2.71 2.87 2.53 2.71 2.71
% Days In Trade 22.40 12.59 9.81 22.40 22.40
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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.