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Model: Kalman-grid-v2
HQ Backtest WIT vs JQC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
WIT Wipro Limited ADR Technology Information Technology Services 18498 0.1025 1.84 10958262
JQC Nuveen Credit Strategies Income Closed Fund Financial Services Asset Management 811 0.1947 4.7605 821159
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 9632.80
Total net P/L: -367.20 Total ROI: -3.67 %
CAGR: -0.68 % Max. DD: 28.44 %
System Score: -0.108 Sharpe Ratio: 0.007
Start Date: 2021-01-04 End Date: 2026-06-30
Total days: 2003
Commissions: 2397.13 Comm.% P/L 118.09 %
Total Transactions: 416 Log. Linearity: 54.169 %
Total enabled Long enabled Short WIT JQC
Total Profit/Loss 2029.93 1458.08 571.86 1680.23 349.70
Total Profit 8799.61 4627.28 4172.32 9197.12 3276.02
Total Loss 6769.68 3169.21 3600.47 7516.90 2926.32
Profit Factor 1.30 1.46 1.16 1.22 1.12
Trades 104 52 52 104 104
Winning Trades 68 31 37 67 54
Losing Trades 36 21 15 37 47
% Profitable 65.00 59.00 71.00 64.00 51.00
Profit/Loss Per Trade % 0.23 0.31 0.15 0.18 0.05
Profit Per Trade % 1.51 1.75 1.32 1.59 0.72
Loss Per Trade % 2.11 1.74 2.64 2.30 0.71
Days In Trade 1130 584 546 1130 1130
Days In Trade (Avg. Per Trade) 10.87 11.23 10.50 10.87 10.87
% Days In Trade 56.42 29.16 27.26 56.42 56.42
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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.