Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GOOG | Alphabet Inc Class C | Communication Services | Internet Content & Information | 2139576 | 173.88 | 21807152 | |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3144462 | 0.0071 | 423.08 | 22755078 |
Entry Threshold: | 1.20 | 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: | 9226.61 |
Total net P/L: | -773.39 | Total ROI: | -7.73 % |
CAGR: | -1.52 % | Max. DD: | 46.20 % |
System Score: | -0.013 | Sharpe Ratio: | 0.007 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 964.00 | Comm.% P/L | 505.76 % |
Total Transactions: | 964 | Log. Linearity: | 20.229 % |
Total | Long | Short | GOOG | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | 190.61 | -1036.75 | 1227.36 | -2280.82 | 2471.43 |
Total Profit | 14991.39 | 7939.84 | 7051.55 | 20235.55 | 21584.30 |
Total Loss | 14800.78 | 8976.59 | 5824.19 | 22516.38 | 19112.87 |
Profit Factor | 1.01 | 0.88 | 1.21 | 0.90 | 1.13 |
Trades | 241 | 125 | 116 | 241 | 241 |
Winning Trades | 163 | 81 | 82 | 114 | 125 |
Losing Trades | 78 | 44 | 34 | 127 | 116 |
% Profitable | 67.00 | 64.00 | 70.00 | 47.00 | 51.00 |
Profit/Loss Per Trade % | 0.02 | -0.10 | 0.15 | -0.15 | 0.10 |
Profit Per Trade % | 1.16 | 1.22 | 1.11 | 2.26 | 2.20 |
Loss Per Trade % | 2.28 | 2.43 | 2.09 | 2.20 | 2.07 |
Days In Trade | 1281 | 786 | 495 | 1281 | 1281 |
Days In Trade (Avg. Per Trade) | 5.32 | 6.29 | 4.27 | 5.32 | 5.32 |
% Days In Trade | 66.96 | 41.09 | 25.88 | 66.96 | 66.96 |