| Model: | Kalman-auto |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| EWC | iShares MSCI Canada ETF | 0.0112 | 57.77 | 2234953 | |||
| EWA | iShares MSCI Australia ETF | 1573 | 0.0208 | 28.09 | 4260988 |
| Usage Target: | 60.0 | Sigma: | 1.50 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| Ve: | 0.001 | Neutrality: | dollar | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.2 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 8863.12 |
| Total net P/L: | -1136.88 | Total ROI: | -11.37 % |
| CAGR: | -2.18 % | Max. DD: | 18.81 % |
| System Score: | -0.000 | Sharpe Ratio: | -0.552 |
| Start Date: | 2021-01-04 | End Date: | 2026-06-30 |
| Total days: | 2003 | ||
| Commissions: | 2484.82 | Comm.% P/L | 184.34 % |
| Total Transactions: | 1544 | Log. Linearity: | 0.039 % |
| Total | Long |
Short |
EWC | EWA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1347.94 | 1884.88 | -536.94 | -1322.16 | 2670.10 |
| Total Profit | 12971.21 | 6725.17 | 6246.04 | 20107.97 | 25212.74 |
| Total Loss | 11623.27 | 4840.29 | 6782.98 | 21430.13 | 22542.64 |
| Profit Factor | 1.12 | 1.39 | 0.92 | 0.94 | 1.12 |
| Trades | 386 | 187 | 199 | 386 | 386 |
| Winning Trades | 267 | 137 | 130 | 193 | 218 |
| Losing Trades | 119 | 50 | 69 | 193 | 166 |
| % Profitable | 69.00 | 73.00 | 65.00 | 50.00 | 56.00 |
| Profit/Loss Per Trade % | 0.04 | 0.10 | -0.02 | -0.05 | 0.06 |
| Profit Per Trade % | 0.51 | 0.51 | 0.50 | 1.08 | 1.21 |
| Loss Per Trade % | 1.00 | 1.01 | 1.00 | 1.15 | 1.40 |
| Days In Trade | 1173 | 510 | 663 | 1173 | 1173 |
| Days In Trade (Avg. Per Trade) | 3.04 | 2.73 | 3.33 | 3.04 | 3.04 |
| % Days In Trade | 58.56 | 25.46 | 33.10 | 58.56 | 58.56 |