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Model: Kalman-grid-v2
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 2139576 173.88 21807152
MSFT Microsoft Corporation Technology Software - Infrastructure 3144462 0.0071 423.08 22755078
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 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10870.31
Total net P/L: 870.31 Total ROI: 8.70 %
CAGR: 1.60 % Max. DD: 36.86 %
System Score: 0.000 Sharpe Ratio: 0.407
Start Date: 2019-01-02 End Date: 2024-03-29
Total days: 1913
Commissions: 840.00 Comm.% P/L 49.11 %
Total Transactions: 840 Log. Linearity: 4.390 %
Total enabled Long enabled Short GOOG MSFT
Total Profit/Loss 1710.31 -142.75 1853.06 -3270.01 4980.32
Total Profit 15702.50 8839.78 6862.72 21065.16 23833.15
Total Loss 13992.19 8982.53 5009.66 24335.17 18852.83
Profit Factor 1.12 0.98 1.37 0.87 1.26
Trades 210 113 97 210 210
Winning Trades 136 69 67 97 113
Losing Trades 74 44 30 113 97
% Profitable 64.00 61.00 69.00 46.00 53.00
Profit/Loss Per Trade % 0.09 -0.02 0.21 -0.25 0.24
Profit Per Trade % 1.32 1.45 1.18 2.47 2.45
Loss Per Trade % 2.08 2.22 1.88 2.43 2.23
Days In Trade 1206 770 436 1206 1206
Days In Trade (Avg. Per Trade) 5.74 6.81 4.49 5.74 5.74
% Days In Trade 63.04 40.25 22.79 63.04 63.04
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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.