| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| RMD | ResMed Inc | Healthcare | Medical Instruments & Supplies | 33924 | 0.0094 | 232.41 | 1007521 |
| RY | Royal Bank of Canada | Financial Services | Banks - Diversified | 228113 | 0.0376 | 162.97 | 1154961 |
| 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: | 9016.46 |
| Total net P/L: | -983.54 | Total ROI: | -9.84 % |
| CAGR: | -34.91 % | Max. DD: | 12.12 % |
| System Score: | -13.290 | Sharpe Ratio: | -1.282 |
| Start Date: | 2025-06-02 | End Date: | 2025-08-29 |
| Total days: | 88 | ||
| Commissions: | 20.00 | Comm.% P/L | 2.08 % |
| Total Transactions: | 20 | Log. Linearity: | 72.475 % |
| Total | Long |
Short |
RMD | RY | |
|---|---|---|---|---|---|
| Total Profit/Loss | -963.54 | -254.52 | -709.02 | -892.85 | -70.69 |
| Total Profit | 206.96 | 82.16 | 124.80 | 109.76 | 223.86 |
| Total Loss | 1170.50 | 336.68 | 833.82 | 1002.61 | 294.55 |
| Profit Factor | 0.18 | 0.24 | 0.15 | 0.11 | 0.76 |
| Trades | 5 | 3 | 2 | 5 | 5 |
| Winning Trades | 2 | 1 | 1 | 1 | 1 |
| Losing Trades | 3 | 2 | 1 | 4 | 4 |
| % Profitable | 40.00 | 33.00 | 50.00 | 20.00 | 20.00 |
| Profit/Loss Per Trade % | -2.01 | -0.90 | -3.65 | -1.84 | -0.15 |
| Profit Per Trade % | 1.07 | 0.89 | 1.25 | 1.19 | 2.24 |
| Loss Per Trade % | 3.91 | 1.77 | 8.32 | 2.52 | 0.74 |
| Days In Trade | 30 | 10 | 20 | 30 | 30 |
| Days In Trade (Avg. Per Trade) | 6.00 | 3.33 | 10.00 | 6.00 | 6.00 |
| % Days In Trade | 34.09 | 11.36 | 22.73 | 34.09 | 34.09 |