Model: | Kalman |
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: | 3.60 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
δ: | 0.0001 | Ve: | 0.001 | Neutrality: | dollar |
Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 9573.12 |
Total net P/L: | -426.88 | Total ROI: | -4.27 % |
CAGR: | -0.83 % | Max. DD: | 33.30 % |
System Score: | -0.046 | Sharpe Ratio: | -0.001 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 748.73 | Comm.% P/L | 232.63 % |
Total Transactions: | 748 | Log. Linearity: | 38.077 % |
Total | Long | Short | GOOG | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | 321.85 | 1010.70 | -688.85 | 53.30 | 268.55 |
Total Profit | 12418.89 | 6647.78 | 5771.11 | 18415.64 | 18206.83 |
Total Loss | 12097.04 | 5637.08 | 6459.96 | 18362.34 | 17938.28 |
Profit Factor | 1.03 | 1.18 | 0.89 | 1.00 | 1.01 |
Trades | 187 | 97 | 90 | 187 | 187 |
Winning Trades | 121 | 64 | 57 | 93 | 97 |
Losing Trades | 66 | 33 | 33 | 94 | 90 |
% Profitable | 64.00 | 65.00 | 63.00 | 49.00 | 51.00 |
Profit/Loss Per Trade % | 0.02 | 0.10 | -0.08 | -0.01 | -0.03 |
Profit Per Trade % | 1.00 | 0.99 | 1.00 | 1.93 | 1.77 |
Loss Per Trade % | 1.72 | 1.58 | 1.86 | 1.84 | 1.89 |
Days In Trade | 525 | 271 | 254 | 525 | 525 |
Days In Trade (Avg. Per Trade) | 2.81 | 2.79 | 2.82 | 2.81 | 2.81 |
% Days In Trade | 27.44 | 14.17 | 13.28 | 27.44 | 27.44 |