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Model: Kalman-auto
HQ Backtest OGE vs NSA
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
OGE OGE Energy Corporation Utilities Utilities - Regulated Electric 9713 0.0358 47.02 1493645
NSA National Storage Affiliates Trust Real Estate REIT - Industrial 6391 0.0516 43.41 1472333
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: 100000.00 Final Equity: 64479.32
Total net P/L: -35520.68 Total ROI: -35.52 %
CAGR: -7.57 % Max. DD: 60.06 %
System Score: -3.562 Sharpe Ratio: -0.527
Start Date: 2021-01-04 End Date: 2026-07-31
Total days: 2034
Commissions: 17979.53 Comm.% P/L 102.50 %
Total Transactions: 1660 Log. Linearity: 77.770 %
Total enabled Long enabled Short OGE NSA
Total Profit/Loss -17541.15 -4931.96 -12609.19 -10747.79 -6793.36
Total Profit 270781.91 132236.47 138545.44 203474.38 308835.44
Total Loss 288323.06 137168.43 151154.63 214222.17 315628.80
Profit Factor 0.94 0.96 0.92 0.95 0.98
Trades 415 208 207 415 415
Winning Trades 265 134 131 226 231
Losing Trades 150 74 76 187 184
% Profitable 63.00 64.00 63.00 54.00 55.00
Profit/Loss Per Trade % -0.05 -0.07 -0.04 -0.06 -0.02
Profit Per Trade % 1.20 1.12 1.28 1.03 1.58
Loss Per Trade % 2.17 2.13 2.21 1.34 1.92
Days In Trade 1170 587 583 1170 1170
Days In Trade (Avg. Per Trade) 2.82 2.82 2.82 2.82 2.82
% Days In Trade 57.52 28.86 28.66 57.52 57.52
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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.