| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ASND | Ascendis Pharma AS | Healthcare | Biotechnology | 17740 | 265.57 | 669327 | |
| BAP | Credicorp Ltd | Financial Services | Banks - Regional | 31844 | 0.036 | 392.24 | 413253 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Ve: | auto | Neutrality: | dollar | ||
| Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
| Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 50000.00 | Final Equity: | 31.41 |
| Total net P/L: | -49968.59 | Total ROI: | -99.94 % |
| CAGR: | -67.86 % | Max. DD: | 102.58 % |
| System Score: | -22.062 | Sharpe Ratio: | -0.224 |
| Start Date: | 2020-01-02 | End Date: | 2026-06-30 |
| Total days: | 2371 | ||
| Commissions: | 533.75 | Comm.% P/L | 1.08 % |
| Total Transactions: | 256 | Log. Linearity: | 68.762 % |
| Total | Long |
Short |
ASND | BAP | |
|---|---|---|---|---|---|
| Total Profit/Loss | -49434.84 | 24832.61 | -74267.45 | -80203.49 | 30768.64 |
| Total Profit | 58849.64 | 33939.16 | 24910.48 | 50188.61 | 95736.94 |
| Total Loss | 108284.48 | 9106.56 | 99177.93 | 130392.10 | 64968.30 |
| Profit Factor | 0.54 | 3.73 | 0.25 | 0.38 | 1.47 |
| Trades | 64 | 32 | 32 | 64 | 64 |
| Winning Trades | 40 | 21 | 19 | 38 | 37 |
| Losing Trades | 24 | 11 | 13 | 26 | 27 |
| % Profitable | 62.00 | 65.00 | 59.00 | 59.00 | 57.00 |
| Profit/Loss Per Trade % | -9.37 | -4.81 | -13.71 | -7.83 | -3.29 |
| Profit Per Trade % | 11.64 | 12.49 | 10.71 | 11.21 | 12.44 |
| Loss Per Trade % | 24.78 | 20.09 | 28.90 | 21.58 | 16.90 |
| Days In Trade | 517 | 276 | 241 | 517 | 517 |
| Days In Trade (Avg. Per Trade) | 8.08 | 8.62 | 7.53 | 8.08 | 8.08 |
| % Days In Trade | 21.81 | 11.64 | 10.16 | 21.81 | 21.81 |