| Model: | Kalman |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| δ: | 0.0001 | Ve: | 0.001 | Neutrality: | dollar |
| Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 7650.35 |
| Total net P/L: | -2349.65 | Total ROI: | -23.50 % |
| CAGR: | -92.88 % | Max. DD: | 25.50 % |
| System Score: | -33.022 | Sharpe Ratio: | -1.834 |
| Start Date: | 2026-07-01 | End Date: | 2026-08-07 |
| Total days: | 37 | ||
| Commissions: | 480.13 | Comm.% P/L | 25.68 % |
| Total Transactions: | 24 | Log. Linearity: | 70.843 % |
| Total | Long |
Short |
BTCS | ETHB | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1869.52 | -1708.13 | -161.39 | -776.13 | -1093.39 |
| Total Profit | 282.87 | 204.01 | 78.86 | 326.42 | 277.29 |
| Total Loss | 2152.39 | 1912.14 | 240.25 | 1102.55 | 1370.68 |
| Profit Factor | 0.13 | 0.11 | 0.33 | 0.30 | 0.20 |
| Trades | 6 | 3 | 3 | 6 | 6 |
| Winning Trades | 2 | 1 | 1 | 2 | 3 |
| Losing Trades | 4 | 2 | 2 | 4 | 3 |
| % Profitable | 33.00 | 33.00 | 33.00 | 33.00 | 50.00 |
| Profit/Loss Per Trade % | -3.41 | -6.04 | -0.70 | -1.43 | -1.89 |
| Profit Per Trade % | 1.83 | 2.67 | 0.98 | 2.11 | 1.16 |
| Loss Per Trade % | 5.35 | 9.31 | 1.53 | 3.13 | 4.47 |
| Days In Trade | 30 | 23 | 7 | 30 | 30 |
| Days In Trade (Avg. Per Trade) | 5.00 | 7.67 | 2.33 | 5.00 | 5.00 |
| % Days In Trade | 81.08 | 62.16 | 18.92 | 81.08 | 81.08 |