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Model: Kalman-grid-v2
HQ Backtest KEY vs RF
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
KEY KeyCorp Financial Services Banks - Regional 20943 0.0417 19.22 20563045
RF Regions Financial Corporation Financial Services Banks - Regional 22203 0.0393 25.32 17072262
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: 10553.57
Total net P/L: 553.57 Total ROI: 5.54 %
CAGR: 25.04 % Max. DD: 1.84 %
System Score: 10.228 Sharpe Ratio: 0.895
Start Date: 2025-06-02 End Date: 2025-08-29
Total days: 88
Commissions: 79.44 Comm.% P/L 12.55 %
Total Transactions: 32 Log. Linearity: 74.196 %
Total enabled Long enabled Short KEY RF
Total Profit/Loss 633.01 9.99 623.02 -2060.59 2693.60
Total Profit 790.29 102.63 687.66 0.00 2693.60
Total Loss 157.28 92.64 64.64 2060.59 0.00
Profit Factor 5.02 1.11 10.64 0.00 0.00
Trades 8 4 4 8 8
Winning Trades 5 2 3 0 8
Losing Trades 3 2 1 8 0
% Profitable 62.00 50.00 75.00 0.00 100.00
Profit/Loss Per Trade % 0.77 0.03 1.52 -2.54 3.29
Profit Per Trade % 1.55 0.50 2.26 0.00 3.29
Loss Per Trade % 0.51 0.44 0.64 2.50 0.00
Days In Trade 48 33 15 48 48
Days In Trade (Avg. Per Trade) 6.00 8.25 3.75 6.00 6.00
% Days In Trade 54.55 37.50 17.05 54.55 54.55
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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.