| Model: | Kalman |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CNQ | Canadian Natural Resources Ltd | Energy | Oil & Gas E&P | 106270 | 0.0482 | 51.55 | 9182894 |
| TRGP | Targa Resources Inc | Energy | Oil & Gas Midstream | 61259 | 0.0157 | 285.68 | 1324302 |
| Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| δ: | 0.0001 | Ve: | 0.001 | Neutrality: | dollar |
| Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 10329.97 |
| Total net P/L: | 329.97 | Total ROI: | 3.30 % |
| CAGR: | 6.73 % | Max. DD: | 10.54 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.375 |
| Start Date: | 2026-03-02 | End Date: | 2026-08-31 |
| Total days: | 182 | ||
| Commissions: | 248.00 | Comm.% P/L | 42.91 % |
| Total Transactions: | 248 | Log. Linearity: | 0.974 % |
| Total | Long |
Short |
CNQ | TRGP | |
|---|---|---|---|---|---|
| Total Profit/Loss | 577.97 | 121.94 | 456.03 | -132.70 | 710.67 |
| Total Profit | 3186.20 | 1388.22 | 1797.98 | 3140.98 | 3343.66 |
| Total Loss | 2608.23 | 1266.28 | 1341.95 | 3273.68 | 2632.99 |
| Profit Factor | 1.22 | 1.10 | 1.34 | 0.96 | 1.27 |
| Trades | 62 | 31 | 31 | 62 | 62 |
| Winning Trades | 43 | 23 | 20 | 36 | 37 |
| Losing Trades | 19 | 8 | 11 | 26 | 25 |
| % Profitable | 69.00 | 74.00 | 64.00 | 58.00 | 59.00 |
| Profit/Loss Per Trade % | 0.09 | 0.05 | 0.14 | -0.02 | 0.11 |
| Profit Per Trade % | 0.74 | 0.61 | 0.90 | 0.87 | 0.90 |
| Loss Per Trade % | 1.33 | 1.51 | 1.20 | 1.23 | 1.04 |
| Days In Trade | 169 | 77 | 92 | 169 | 169 |
| Days In Trade (Avg. Per Trade) | 2.73 | 2.48 | 2.97 | 2.73 | 2.73 |
| % Days In Trade | 92.86 | 42.31 | 50.55 | 92.86 | 92.86 |