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Model: Kalman-auto
HQ Backtest MQY vs BHK
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
MQY BlackRock MuniYield Quality Closed Fund Financial Services Asset Management 935 0.0437 11.75 232726
BHK BlackRock Core Bond Closed Fund Financial Services Asset Management 591 0.0825 10.94 193599
Usage Target: 60.0 Sigma: 1.50
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: 0.001 Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.2 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 8168.57
Total net P/L: -1831.43 Total ROI: -18.31 %
CAGR: -3.46 % Max. DD: 35.23 %
System Score: -0.022 Sharpe Ratio: -0.594
Start Date: 2017-01-02 End Date: 2022-09-30
Total days: 2097
Commissions: 4740.92 Comm.% P/L 162.95 %
Total Transactions: 1380 Log. Linearity: 18.630 %
Total enabled Long enabled Short MQY BHK
Total Profit/Loss 2909.49 1062.57 1846.92 4880.80 -1971.31
Total Profit 17194.75 7869.84 9324.92 19325.03 14457.14
Total Loss 14285.27 6807.27 7478.00 14444.24 16428.45
Profit Factor 1.20 1.16 1.25 1.34 0.88
Trades 345 174 171 345 345
Winning Trades 209 102 107 182 182
Losing Trades 136 72 64 162 163
% Profitable 60.00 58.00 62.00 52.00 52.00
Profit/Loss Per Trade % 0.08 0.06 0.11 0.14 -0.08
Profit Per Trade % 0.84 0.77 0.89 1.09 0.81
Loss Per Trade % 1.05 0.94 1.18 0.90 1.04
Days In Trade 1216 613 603 1216 1216
Days In Trade (Avg. Per Trade) 3.52 3.52 3.53 3.52 3.52
% Days In Trade 57.99 29.23 28.76 57.99 57.99
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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.