| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| OGE | OGE Energy Corporation | Utilities | Utilities - Regulated Electric | 9713 | 0.0358 | 47.02 | 1493645 |
| NSA | National Storage Affiliates Trust | Real Estate | REIT - Industrial | 6391 | 0.0516 | 43.41 | 1472333 |
| 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: | 100000.00 | Final Equity: | 47918.88 |
| Total net P/L: | -52081.12 | Total ROI: | -52.08 % |
| CAGR: | -12.37 % | Max. DD: | 62.74 % |
| System Score: | -8.303 | Sharpe Ratio: | -1.158 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 5556.05 | Comm.% P/L | 11.94 % |
| Total Transactions: | 600 | Log. Linearity: | 87.563 % |
| Total | Long |
Short |
OGE | NSA | |
|---|---|---|---|---|---|
| Total Profit/Loss | -46525.07 | -27911.42 | -18613.65 | 11671.06 | -58196.13 |
| Total Profit | 115607.97 | 61352.52 | 54255.45 | 107106.87 | 136312.77 |
| Total Loss | 162133.03 | 89263.93 | 72869.10 | 95435.81 | 194508.90 |
| Profit Factor | 0.71 | 0.69 | 0.74 | 1.12 | 0.70 |
| Trades | 150 | 75 | 75 | 150 | 150 |
| Winning Trades | 85 | 44 | 41 | 79 | 82 |
| Losing Trades | 65 | 31 | 34 | 71 | 68 |
| % Profitable | 56.00 | 58.00 | 54.00 | 52.00 | 54.00 |
| Profit/Loss Per Trade % | -0.44 | -0.60 | -0.27 | 0.05 | -0.54 |
| Profit Per Trade % | 1.92 | 1.81 | 2.03 | 1.76 | 2.25 |
| Loss Per Trade % | 3.29 | 3.75 | 2.88 | 1.79 | 3.64 |
| Days In Trade | 1003 | 508 | 495 | 1003 | 1003 |
| Days In Trade (Avg. Per Trade) | 6.69 | 6.77 | 6.60 | 6.69 | 6.69 |
| % Days In Trade | 49.31 | 24.98 | 24.34 | 49.31 | 49.31 |