Model: | Kalman-grid |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 2579415 | 0.0057 | 167.04 | 57711165 |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1948003 | 156.01 | 29289618 |
Entry Threshold: | 1.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Ve: | 0.001 | Neutrality: | dollar | ||
Version: | 4 | Model Version: | n/a | Bid-Ask 0.00 / 0.00 |
Initial Capital: | 10000.00 | Final Equity: | 6739.57 |
Total net P/L: | -3260.43 | Total ROI: | -32.60 % |
CAGR: | -7.37 % | Max. DD: | 41.76 % |
System Score: | -5.090 | Sharpe Ratio: | -0.886 |
Start Date: | 2010-01-04 | End Date: | 2015-02-27 |
Total days: | 1880 | Leverage: | 1:2 |
Commissions: | 768.81 | Comm.% P/L | 30.86 % |
Total Transactions: | 724 | Log. Linearity: | 88.376 % |
Total | Long | Short | AAPL | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | -2491.62 | 719.05 | -3210.68 | -4231.93 | 1740.30 |
Total Profit | 9643.24 | 5476.85 | 4166.39 | 10379.98 | 14005.24 |
Total Loss | 12134.87 | 4757.80 | 7377.07 | 14611.91 | 12264.93 |
Profit Factor | 0.79 | 1.15 | 0.56 | 0.71 | 1.14 |
Trades | 181 | 74 | 107 | 181 | 181 |
Winning Trades | 114 | 52 | 62 | 90 | 105 |
Losing Trades | 67 | 22 | 45 | 91 | 76 |
% Profitable | 62.00 | 70.00 | 57.00 | 49.00 | 58.00 |
Profit/Loss Per Trade % | -0.17 | 0.10 | -0.35 | -0.32 | 0.12 |
Profit Per Trade % | 1.05 | 1.32 | 0.83 | 1.34 | 1.61 |
Loss Per Trade % | 2.14 | 2.62 | 1.91 | 1.89 | 1.87 |
Days In Trade | 633 | 286 | 347 | 633 | 633 |
Days In Trade (Avg. Per Trade) | 3.50 | 3.86 | 3.24 | 3.50 | 3.50 |
% Days In Trade | 33.67 | 15.21 | 18.46 | 33.67 | 33.67 |