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Model: Kalman
HQ Backtest UAA vs UA
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
UAA Under Armour Inc A Consumer Cyclical Apparel Manufacturing 2272 5.07 10000336
UA Under Armour Inc C Consumer Cyclical Apparel Manufacturing 2122 4.94 4018838
Warning: This model is provided for education purposes only. Use Kalman Grid model to trade based on Kalman filters. ×
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
δ: 0.0001 Ve: 0.001 Neutrality: beta
Aux StdDev Per: 0 Unstable Period: 20
Margin Req. 1: 10.0 Margin Req. 2: 10.0 High Leverage
Version: 5 Model Version: 2014.1 Bid-Ask 0.05 / 0.05
Initial Capital: 20000.00 Final Equity: 22618.15
Total net P/L: 2618.15 Total ROI: 13.09 %
CAGR: 2.23 % Max. DD: 7.41 %
System Score: 0.436 Sharpe Ratio: 0.663
Start Date: 2021-01-04 End Date: 2026-07-31
Total days: 2034
Commissions: 680.18 Comm.% P/L 20.62 %
Total Transactions: 12 Log. Linearity: 58.017 %
Total enabled Long enabled Short UAA UA
Total Profit/Loss 3298.33 0.00 3298.33 1634.86 1663.47
Total Profit 3298.33 0.00 3298.33 6918.42 5855.85
Total Loss 0.00 0.00 0.00 5283.56 4192.38
Profit Factor 0.00 0.00 0.00 1.31 1.40
Trades 3 0 3 3 3
Winning Trades 3 0 3 2 1
Losing Trades 0 0 0 1 2
% Profitable 100.00 0.00 100.00 66.00 33.00
Profit/Loss Per Trade % 5.29 0.00 5.29 0.78 0.74
Profit Per Trade % 5.29 0.00 5.29 16.78 27.64
Loss Per Trade % 0.00 0.00 0.00 24.94 10.20
Days In Trade 10 0 10 10 10
Days In Trade (Avg. Per Trade) 3.33 0.00 3.33 3.33 3.33
% Days In Trade 0.49 0.00 0.49 0.49 0.49
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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.