| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPCX | SPAC and New Issue ETF | 0 | 21.8626 | 1375 | |||
| TSLA | Tesla Inc | Consumer Cyclical | Auto Manufacturers | 1504130 | 400.49 | 70597133 |
| 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: | 380.13 |
| Total net P/L: | -9619.87 | Total ROI: | -96.20 % |
| CAGR: | -47.52 % | Max. DD: | 96.58 % |
| System Score: | -37.995 | Sharpe Ratio: | -3.242 |
| Start Date: | 2021-05-04 | End Date: | 2026-05-29 |
| Total days: | 1851 | ||
| Commissions: | 574.18 | Comm.% P/L | 6.35 % |
| Total Transactions: | 516 | Log. Linearity: | 92.813 % |
| Total | Long |
Short |
SPCX | TSLA | |
|---|---|---|---|---|---|
| Total Profit/Loss | -9045.69 | -8811.30 | -234.39 | -251.69 | -8794.00 |
| Total Profit | 6255.93 | 2771.80 | 3484.13 | 605.15 | 6442.75 |
| Total Loss | 15301.62 | 11583.11 | 3718.52 | 856.83 | 15236.75 |
| Profit Factor | 0.41 | 0.24 | 0.94 | 0.71 | 0.42 |
| Trades | 129 | 65 | 64 | 129 | 129 |
| Winning Trades | 76 | 34 | 42 | 59 | 77 |
| Losing Trades | 53 | 31 | 22 | 68 | 52 |
| % Profitable | 58.00 | 52.00 | 65.00 | 45.00 | 59.00 |
| Profit/Loss Per Trade % | -2.20 | -4.00 | -0.34 | -0.06 | -2.15 |
| Profit Per Trade % | 2.51 | 2.40 | 2.59 | 0.35 | 2.50 |
| Loss Per Trade % | 7.59 | 9.15 | 5.43 | 0.42 | 7.62 |
| Days In Trade | 821 | 475 | 346 | 821 | 821 |
| Days In Trade (Avg. Per Trade) | 6.36 | 7.31 | 5.41 | 6.36 | 6.36 |
| % Days In Trade | 44.35 | 25.66 | 18.69 | 44.35 | 44.35 |