Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
T | ATT Inc. | Services | NYSE | 227240 | 0.37 | 5782.74 | 37.04 | 27380000 | 37100000 |
S | Sprint Nextel Corporation | Services | NYSE | 21460 | 0.62 | 633.31 | 5.37 | 13360000 | 17390000 |
Entry Threshold: | 5.00 | Exit Threshold: | 3.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Ve: | auto | Neutrality: | beta | ||
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: | 6208.55 |
Total net P/L: | -3791.45 | Total ROI: | -37.91 % |
CAGR: | -8.95 % | Max. DD: | 56.51 % |
System Score: | -1.019 | Sharpe Ratio: | -0.719 |
Start Date: | 2014-01-02 | End Date: | 2019-01-31 |
Total days: | 1855 | ||
Commissions: | 545.25 | Comm.% P/L | 16.80 % |
Total Transactions: | 152 | Log. Linearity: | 48.457 % |
Total | ![]() |
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T | S | |
---|---|---|---|---|---|
Total Profit/Loss | -3246.20 | 0.00 | -3246.20 | -1026.65 | -2219.55 |
Total Profit | 4043.17 | 0.00 | 4043.17 | 2428.06 | 4522.33 |
Total Loss | 7289.37 | 0.00 | 7289.37 | 3454.71 | 6741.88 |
Profit Factor | 0.55 | 0.00 | 0.55 | 0.70 | 0.67 |
Trades | 38 | 0 | 38 | 38 | 38 |
Winning Trades | 25 | 0 | 25 | 16 | 24 |
Losing Trades | 13 | 0 | 13 | 22 | 14 |
% Profitable | 65.00 | 0.00 | 65.00 | 42.00 | 63.00 |
Profit/Loss Per Trade % | -1.05 | 0.00 | -1.05 | -0.42 | -0.64 |
Profit Per Trade % | 2.47 | 0.00 | 2.47 | 1.96 | 2.71 |
Loss Per Trade % | 7.13 | 0.00 | 7.13 | 2.04 | 5.90 |
Days In Trade | 261 | 0 | 261 | 261 | 261 |
Days In Trade (Avg. Per Trade) | 6.87 | 0.00 | 6.87 | 6.87 | 6.87 |
% Days In Trade | 14.07 | 0.00 | 14.07 | 14.07 | 14.07 |