Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SSP | E. W. Scripps Co Class A | Communication Services | Broadcasting | 211 | 2.39 | 878348 | |
GTN | Gray Television Inc | Communication Services | Broadcasting | 381 | 0.0955 | 3.72 | 1436310 |
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: | 27480.54 |
Total net P/L: | 17480.54 | Total ROI: | 174.81 % |
CAGR: | 21.63 % | Max. DD: | 55.23 % |
System Score: | 0.000 | Sharpe Ratio: | 1.422 |
Start Date: | 2020-01-02 | End Date: | 2025-02-28 |
Total days: | 1884 | ||
Commissions: | 5894.65 | Comm.% P/L | 25.22 % |
Total Transactions: | 464 | Log. Linearity: | 1.193 % |
Total | ![]() |
![]() |
SSP | GTN | |
---|---|---|---|---|---|
Total Profit/Loss | 23375.19 | 17988.49 | 5386.70 | 16097.29 | 7277.90 |
Total Profit | 75935.13 | 41412.64 | 34522.50 | 91413.27 | 60622.55 |
Total Loss | 52559.94 | 23424.15 | 29135.79 | 75315.98 | 53344.65 |
Profit Factor | 1.44 | 1.77 | 1.18 | 1.21 | 1.14 |
Trades | 116 | 66 | 50 | 116 | 116 |
Winning Trades | 80 | 46 | 34 | 68 | 66 |
Losing Trades | 36 | 20 | 16 | 48 | 47 |
% Profitable | 68.00 | 69.00 | 68.00 | 58.00 | 56.00 |
Profit/Loss Per Trade % | 1.17 | 1.69 | 0.49 | 0.49 | -0.13 |
Profit Per Trade % | 5.61 | 5.63 | 5.59 | 8.60 | 5.39 |
Loss Per Trade % | 7.52 | 6.38 | 8.97 | 9.05 | 6.93 |
Days In Trade | 873 | 529 | 344 | 873 | 873 |
Days In Trade (Avg. Per Trade) | 7.53 | 8.02 | 6.88 | 7.53 | 7.53 |
% Days In Trade | 46.34 | 28.08 | 18.26 | 46.34 | 46.34 |