| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| WIT | Wipro Limited ADR | Technology | Information Technology Services | 18498 | 0.1025 | 1.84 | 10958262 |
| JQC | Nuveen Credit Strategies Income Closed Fund | Financial Services | Asset Management | 811 | 0.1947 | 4.7605 | 821159 |
| Entry Threshold: | 2.00 | Exit Threshold: | 1.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Ve: | auto | Neutrality: | dollar | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 9583.23 |
| Total net P/L: | -416.77 | Total ROI: | -4.17 % |
| CAGR: | -0.77 % | Max. DD: | 28.19 % |
| System Score: | -0.203 | Sharpe Ratio: | -0.042 |
| Start Date: | 2021-01-04 | End Date: | 2026-06-30 |
| Total days: | 2003 | ||
| Commissions: | 2713.68 | Comm.% P/L | 118.15 % |
| Total Transactions: | 484 | Log. Linearity: | 64.087 % |
| Total | Long |
Short |
WIT | JQC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2296.91 | 1617.14 | 679.77 | 1914.27 | 382.64 |
| Total Profit | 8808.77 | 4755.36 | 4053.41 | 9487.21 | 3247.75 |
| Total Loss | 6511.87 | 3138.22 | 3373.65 | 7572.94 | 2865.11 |
| Profit Factor | 1.35 | 1.52 | 1.20 | 1.25 | 1.13 |
| Trades | 121 | 61 | 60 | 121 | 121 |
| Winning Trades | 87 | 42 | 45 | 79 | 62 |
| Losing Trades | 34 | 19 | 15 | 40 | 55 |
| % Profitable | 71.00 | 68.00 | 75.00 | 65.00 | 51.00 |
| Profit/Loss Per Trade % | 0.23 | 0.30 | 0.16 | 0.18 | 0.04 |
| Profit Per Trade % | 1.21 | 1.34 | 1.09 | 1.43 | 0.63 |
| Loss Per Trade % | 2.19 | 1.94 | 2.51 | 2.18 | 0.62 |
| Days In Trade | 1004 | 516 | 488 | 1004 | 1004 |
| Days In Trade (Avg. Per Trade) | 8.30 | 8.46 | 8.13 | 8.30 | 8.30 |
| % Days In Trade | 50.12 | 25.76 | 24.36 | 50.12 | 50.12 |