| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GTBP | GT Biopharma Inc | Healthcare | Biotechnology | 13 | 6.83 | 56536 | |
| MINT | PIMCO Enhanced Short Maturity Active Exchange-Traded Fund | 0 | 100.65 | 1551781 |
| 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: | 10000.00 | Final Equity: | 4825.24 |
| Total net P/L: | -5174.76 | Total ROI: | -51.75 % |
| CAGR: | -35.53 % | Max. DD: | 87.56 % |
| System Score: | -2.651 | Sharpe Ratio: | 0.397 |
| Start Date: | 2025-01-02 | End Date: | 2026-08-31 |
| Total days: | 606 | ||
| Commissions: | 531.61 | Comm.% P/L | 11.45 % |
| Total Transactions: | 396 | Log. Linearity: | 42.100 % |
| Total | Long |
Short |
GTBP | MINT | |
|---|---|---|---|---|---|
| Total Profit/Loss | -4643.15 | -6842.79 | 2199.64 | -4518.19 | -124.96 |
| Total Profit | 22401.66 | 13383.23 | 9018.43 | 22502.21 | 266.58 |
| Total Loss | 27044.81 | 20226.01 | 6818.80 | 27020.40 | 391.54 |
| Profit Factor | 0.83 | 0.66 | 1.32 | 0.83 | 0.68 |
| Trades | 99 | 55 | 44 | 99 | 99 |
| Winning Trades | 65 | 33 | 32 | 65 | 36 |
| Losing Trades | 34 | 22 | 12 | 34 | 60 |
| % Profitable | 65.00 | 60.00 | 72.00 | 65.00 | 36.00 |
| Profit/Loss Per Trade % | -0.64 | -1.98 | 1.06 | -0.62 | -0.02 |
| Profit Per Trade % | 5.07 | 5.72 | 4.41 | 5.10 | 0.08 |
| Loss Per Trade % | 9.54 | 11.09 | 6.76 | 9.53 | 0.08 |
| Days In Trade | 425 | 293 | 132 | 425 | 425 |
| Days In Trade (Avg. Per Trade) | 4.29 | 5.33 | 3.00 | 4.29 | 4.29 |
| % Days In Trade | 70.13 | 48.35 | 21.78 | 70.13 | 70.13 |