| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CSGP | CoStar Group Inc | Real Estate | Real Estate Services | 18377 | 43.36 | 4232870 | |
| JNJ | Johnson & Johnson | Healthcare | Drug Manufacturers - General | 583292 | 0.0212 | 242.04 | 8628638 |
| 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: | 5512.36 |
| Total net P/L: | -4487.64 | Total ROI: | -44.88 % |
| CAGR: | -57.65 % | Max. DD: | 46.08 % |
| System Score: | -25.003 | Sharpe Ratio: | -1.722 |
| Start Date: | 2025-06-02 | End Date: | 2026-02-10 |
| Total days: | 253 | ||
| Commissions: | 116.00 | Comm.% P/L | 2.65 % |
| Total Transactions: | 116 | Log. Linearity: | 75.693 % |
| Total | Long |
Short |
CSGP | JNJ | |
|---|---|---|---|---|---|
| Total Profit/Loss | -4371.64 | -5123.39 | 751.75 | -1828.77 | -2542.87 |
| Total Profit | 3344.58 | 1328.08 | 2016.50 | 3530.37 | 931.60 |
| Total Loss | 7716.22 | 6451.47 | 1264.75 | 5359.14 | 3474.47 |
| Profit Factor | 0.43 | 0.21 | 1.59 | 0.66 | 0.27 |
| Trades | 29 | 15 | 14 | 29 | 29 |
| Winning Trades | 16 | 8 | 8 | 16 | 13 |
| Losing Trades | 13 | 7 | 6 | 13 | 16 |
| % Profitable | 55.00 | 53.00 | 57.00 | 55.00 | 44.00 |
| Profit/Loss Per Trade % | -1.98 | -4.65 | 0.96 | -0.78 | -1.06 |
| Profit Per Trade % | 2.78 | 2.18 | 3.39 | 2.84 | 0.94 |
| Loss Per Trade % | 6.67 | 10.70 | 2.15 | 4.67 | 2.56 |
| Days In Trade | 174 | 121 | 53 | 174 | 174 |
| Days In Trade (Avg. Per Trade) | 6.00 | 8.07 | 3.79 | 6.00 | 6.00 |
| % Days In Trade | 68.77 | 47.83 | 20.95 | 68.77 | 68.77 |