| 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: | 7520.70 |
| Total net P/L: | -2479.30 | Total ROI: | -24.79 % |
| CAGR: | -33.71 % | Max. DD: | 27.25 % |
| System Score: | -26.284 | Sharpe Ratio: | -2.137 |
| Start Date: | 2025-06-02 | End Date: | 2026-02-10 |
| Total days: | 253 | ||
| Commissions: | 48.00 | Comm.% P/L | 1.97 % |
| Total Transactions: | 48 | Log. Linearity: | 92.045 % |
| Total | Long |
Short |
RMD | RY | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2431.30 | -1532.87 | -898.43 | -1169.25 | -1262.05 |
| Total Profit | 566.44 | 441.64 | 124.80 | 869.38 | 552.98 |
| Total Loss | 2997.74 | 1974.51 | 1023.23 | 2038.63 | 1815.03 |
| Profit Factor | 0.19 | 0.22 | 0.12 | 0.43 | 0.30 |
| Trades | 12 | 9 | 3 | 12 | 12 |
| Winning Trades | 3 | 2 | 1 | 4 | 5 |
| Losing Trades | 9 | 7 | 2 | 8 | 7 |
| % Profitable | 25.00 | 22.00 | 33.00 | 33.00 | 41.00 |
| Profit/Loss Per Trade % | -2.30 | -1.98 | -3.26 | -1.06 | -1.29 |
| Profit Per Trade % | 2.33 | 2.87 | 1.25 | 2.66 | 1.25 |
| Loss Per Trade % | 3.71 | 3.25 | 5.35 | 2.82 | 2.93 |
| Days In Trade | 127 | 102 | 25 | 127 | 127 |
| Days In Trade (Avg. Per Trade) | 10.58 | 11.33 | 8.33 | 10.58 | 10.58 |
| % Days In Trade | 50.20 | 40.32 | 9.88 | 50.20 | 50.20 |