Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In


×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Kalman-auto
HQ Backtest EWC vs EWA
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
EWC iShares MSCI Canada ETF 0.0112 57.77 2234953
EWA iShares MSCI Australia ETF 1573 0.0208 28.09 4260988
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: 8863.12
Total net P/L: -1136.88 Total ROI: -11.37 %
CAGR: -2.18 % Max. DD: 18.81 %
System Score: -0.000 Sharpe Ratio: -0.552
Start Date: 2021-01-04 End Date: 2026-06-30
Total days: 2003
Commissions: 2484.82 Comm.% P/L 184.34 %
Total Transactions: 1544 Log. Linearity: 0.039 %
Total enabled Long enabled Short EWC EWA
Total Profit/Loss 1347.94 1884.88 -536.94 -1322.16 2670.10
Total Profit 12971.21 6725.17 6246.04 20107.97 25212.74
Total Loss 11623.27 4840.29 6782.98 21430.13 22542.64
Profit Factor 1.12 1.39 0.92 0.94 1.12
Trades 386 187 199 386 386
Winning Trades 267 137 130 193 218
Losing Trades 119 50 69 193 166
% Profitable 69.00 73.00 65.00 50.00 56.00
Profit/Loss Per Trade % 0.04 0.10 -0.02 -0.05 0.06
Profit Per Trade % 0.51 0.51 0.50 1.08 1.21
Loss Per Trade % 1.00 1.01 1.00 1.15 1.40
Days In Trade 1173 510 663 1173 1173
Days In Trade (Avg. Per Trade) 3.04 2.73 3.33 3.04 3.04
% Days In Trade 58.56 25.46 33.10 58.56 58.56
loading
Trade Log
loading
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.