| Model: | Kalman-auto |
| 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 |
| 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: | 100000.00 | Final Equity: | 64479.32 |
| Total net P/L: | -35520.68 | Total ROI: | -35.52 % |
| CAGR: | -7.57 % | Max. DD: | 60.06 % |
| System Score: | -3.562 | Sharpe Ratio: | -0.527 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 17979.53 | Comm.% P/L | 102.50 % |
| Total Transactions: | 1660 | Log. Linearity: | 77.770 % |
| Total | Long |
Short |
OGE | NSA | |
|---|---|---|---|---|---|
| Total Profit/Loss | -17541.15 | -4931.96 | -12609.19 | -10747.79 | -6793.36 |
| Total Profit | 270781.91 | 132236.47 | 138545.44 | 203474.38 | 308835.44 |
| Total Loss | 288323.06 | 137168.43 | 151154.63 | 214222.17 | 315628.80 |
| Profit Factor | 0.94 | 0.96 | 0.92 | 0.95 | 0.98 |
| Trades | 415 | 208 | 207 | 415 | 415 |
| Winning Trades | 265 | 134 | 131 | 226 | 231 |
| Losing Trades | 150 | 74 | 76 | 187 | 184 |
| % Profitable | 63.00 | 64.00 | 63.00 | 54.00 | 55.00 |
| Profit/Loss Per Trade % | -0.05 | -0.07 | -0.04 | -0.06 | -0.02 |
| Profit Per Trade % | 1.20 | 1.12 | 1.28 | 1.03 | 1.58 |
| Loss Per Trade % | 2.17 | 2.13 | 2.21 | 1.34 | 1.92 |
| Days In Trade | 1170 | 587 | 583 | 1170 | 1170 |
| Days In Trade (Avg. Per Trade) | 2.82 | 2.82 | 2.82 | 2.82 | 2.82 |
| % Days In Trade | 57.52 | 28.86 | 28.66 | 57.52 | 57.52 |