Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BRK.B | Berkshire Hathaway Inc | Financial Services | Insurance - Diversified | 1128028 | 525.27 | 4017448 | |
SPYV | SPDR® Portfolio S&P 500 Value ETF | 0.0163 | 51.26 | 2611656 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 9642.08 |
Total net P/L: | -357.92 | Total ROI: | -3.58 % |
CAGR: | -14.03 % | Max. DD: | 4.69 % |
System Score: | -1.261 | Sharpe Ratio: | -0.979 |
Start Date: | 2024-12-02 | End Date: | 2025-02-28 |
Total days: | 88 | ||
Commissions: | 44.00 | Comm.% P/L | 14.02 % |
Total Transactions: | 44 | Log. Linearity: | 44.798 % |
Total | ![]() |
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BRK.B | SPYV | |
---|---|---|---|---|---|
Total Profit/Loss | -313.92 | 137.73 | -451.65 | -470.46 | 156.54 |
Total Profit | 289.12 | 137.73 | 151.39 | 429.82 | 660.05 |
Total Loss | 603.04 | 0.00 | 603.04 | 900.28 | 503.51 |
Profit Factor | 0.48 | 0.00 | 0.25 | 0.48 | 1.31 |
Trades | 11 | 3 | 8 | 11 | 11 |
Winning Trades | 7 | 3 | 4 | 6 | 5 |
Losing Trades | 4 | 0 | 4 | 5 | 6 |
% Profitable | 63.00 | 100.00 | 50.00 | 54.00 | 45.00 |
Profit/Loss Per Trade % | -0.29 | 0.46 | -0.57 | -0.44 | 0.13 |
Profit Per Trade % | 0.42 | 0.46 | 0.38 | 0.73 | 1.32 |
Loss Per Trade % | 1.51 | 0.00 | 1.51 | 1.80 | 0.84 |
Days In Trade | 57 | 12 | 45 | 57 | 57 |
Days In Trade (Avg. Per Trade) | 5.18 | 4.00 | 5.62 | 5.18 | 5.18 |
% Days In Trade | 64.77 | 13.64 | 51.14 | 64.77 | 64.77 |