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: | 2.00 | 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: | 10870.31 |
Total net P/L: | 870.31 | Total ROI: | 8.70 % |
CAGR: | 1.60 % | Max. DD: | 36.86 % |
System Score: | 0.000 | Sharpe Ratio: | 0.407 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 840.00 | Comm.% P/L | 49.11 % |
Total Transactions: | 840 | Log. Linearity: | 4.390 % |
Total | Long | Short | GOOG | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | 1710.31 | -142.75 | 1853.06 | -3270.01 | 4980.32 |
Total Profit | 15702.50 | 8839.78 | 6862.72 | 21065.16 | 23833.15 |
Total Loss | 13992.19 | 8982.53 | 5009.66 | 24335.17 | 18852.83 |
Profit Factor | 1.12 | 0.98 | 1.37 | 0.87 | 1.26 |
Trades | 210 | 113 | 97 | 210 | 210 |
Winning Trades | 136 | 69 | 67 | 97 | 113 |
Losing Trades | 74 | 44 | 30 | 113 | 97 |
% Profitable | 64.00 | 61.00 | 69.00 | 46.00 | 53.00 |
Profit/Loss Per Trade % | 0.09 | -0.02 | 0.21 | -0.25 | 0.24 |
Profit Per Trade % | 1.32 | 1.45 | 1.18 | 2.47 | 2.45 |
Loss Per Trade % | 2.08 | 2.22 | 1.88 | 2.43 | 2.23 |
Days In Trade | 1206 | 770 | 436 | 1206 | 1206 |
Days In Trade (Avg. Per Trade) | 5.74 | 6.81 | 4.49 | 5.74 | 5.74 |
% Days In Trade | 63.04 | 40.25 | 22.79 | 63.04 | 63.04 |