| Model: | Kalman-auto |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AAPL | Apple Inc. | Technology | Consumer Electronics | 4813634 | 0.0032 | 327.74 | 48879401 |
| GOOG | Alphabet Inc Class C | Communication Services | Internet Content & Information | 4224409 | 0.0024 | 346.19 | 21790390 |
| 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: | 3655.70 |
| Total net P/L: | -6344.30 | Total ROI: | -63.44 % |
| CAGR: | -16.75 % | Max. DD: | 70.07 % |
| System Score: | -6.605 | Sharpe Ratio: | -1.648 |
| Start Date: | 2021-01-04 | End Date: | 2026-06-30 |
| Total days: | 2003 | ||
| Commissions: | 1592.00 | Comm.% P/L | 33.50 % |
| Total Transactions: | 1592 | Log. Linearity: | 73.323 % |
| Total | Long |
Short |
AAPL | GOOG | |
|---|---|---|---|---|---|
| Total Profit/Loss | -4752.30 | -2524.34 | -2227.96 | 2633.75 | -7386.04 |
| Total Profit | 23064.66 | 11912.10 | 11152.56 | 25354.15 | 24694.90 |
| Total Loss | 27816.96 | 14436.44 | 13380.52 | 22720.40 | 32080.94 |
| Profit Factor | 0.83 | 0.83 | 0.83 | 1.12 | 0.77 |
| Trades | 398 | 201 | 197 | 398 | 398 |
| Winning Trades | 244 | 123 | 121 | 222 | 197 |
| Losing Trades | 154 | 78 | 76 | 176 | 200 |
| % Profitable | 61.00 | 61.00 | 61.00 | 55.00 | 49.00 |
| Profit/Loss Per Trade % | -0.19 | -0.21 | -0.17 | 0.05 | -0.28 |
| Profit Per Trade % | 1.33 | 1.38 | 1.29 | 1.54 | 1.77 |
| Loss Per Trade % | 2.51 | 2.62 | 2.39 | 1.76 | 2.20 |
| Days In Trade | 1240 | 626 | 614 | 1240 | 1240 |
| Days In Trade (Avg. Per Trade) | 3.12 | 3.11 | 3.12 | 3.12 | 3.12 |
| % Days In Trade | 61.91 | 31.25 | 30.65 | 61.91 | 61.91 |