Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MQY | BlackRock MuniYield Quality Closed Fund | Financial Services | Asset Management | 935 | 0.0437 | 10.82 | 174887 |
BHK | BlackRock Core Bond Closed Fund | Financial Services | Asset Management | 547 | 0.0884 | 10.13 | 171066 |
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: | 34886.39 |
Total net P/L: | 24886.39 | Total ROI: | 248.86 % |
CAGR: | 24.30 % | Max. DD: | 9.19 % |
System Score: | 15.720 | Sharpe Ratio: | 4.250 |
Start Date: | 2017-01-02 | End Date: | 2022-09-30 |
Total days: | 2097 | ||
Commissions: | 4669.76 | Comm.% P/L | 15.80 % |
Total Transactions: | 764 | Log. Linearity: | 86.493 % |
Total | ![]() |
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MQY | BHK | |
---|---|---|---|---|---|
Total Profit/Loss | 29556.15 | 15393.17 | 14162.98 | 19315.00 | 10241.15 |
Total Profit | 36890.12 | 17839.63 | 19050.49 | 33393.80 | 30148.42 |
Total Loss | 7333.97 | 2446.46 | 4887.52 | 14078.80 | 19907.27 |
Profit Factor | 5.03 | 7.29 | 3.90 | 2.37 | 1.51 |
Trades | 191 | 94 | 97 | 191 | 191 |
Winning Trades | 156 | 77 | 79 | 114 | 123 |
Losing Trades | 35 | 17 | 18 | 77 | 68 |
% Profitable | 81.00 | 81.00 | 81.00 | 59.00 | 64.00 |
Profit/Loss Per Trade % | 0.80 | 0.81 | 0.78 | 0.47 | 0.30 |
Profit Per Trade % | 1.22 | 1.20 | 1.23 | 1.47 | 1.24 |
Loss Per Trade % | 1.04 | 0.94 | 1.14 | 0.99 | 1.35 |
Days In Trade | 1448 | 829 | 619 | 1448 | 1448 |
Days In Trade (Avg. Per Trade) | 7.58 | 8.82 | 6.38 | 7.58 | 7.58 |
% Days In Trade | 69.05 | 39.53 | 29.52 | 69.05 | 69.05 |