Model: | Kalman |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CRGY | Crescent Energy Co | Energy | Oil & Gas E&P | 2071 | 0.0416 | 11.49 | 643739 |
CRK | Comstock Resources Inc | Energy | Oil & Gas E&P | 2731 | 0.051 | 9.53 | 3663476 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
δ: | 0.0001 | Ve: | 0.001 | Neutrality: | dollar |
Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 13867.03 |
Total net P/L: | 3867.03 | Total ROI: | 38.67 % |
CAGR: | 64.07 % | Max. DD: | 16.46 % |
System Score: | 3.023 | Sharpe Ratio: | 1.423 |
Start Date: | 2023-01-02 | End Date: | 2023-08-31 |
Total days: | 241 | ||
Commissions: | 1064.08 | Comm.% P/L | 21.58 % |
Total Transactions: | 180 | Log. Linearity: | 36.134 % |
Total | ![]() |
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CRGY | CRK | |
---|---|---|---|---|---|
Total Profit/Loss | 4931.11 | 3653.78 | 1277.33 | -1931.79 | 6862.90 |
Total Profit | 10487.43 | 5953.72 | 4533.71 | 7287.69 | 11626.94 |
Total Loss | 5556.32 | 2299.94 | 3256.38 | 9219.48 | 4764.04 |
Profit Factor | 1.89 | 2.59 | 1.39 | 0.79 | 2.44 |
Trades | 45 | 23 | 22 | 45 | 45 |
Winning Trades | 34 | 18 | 16 | 22 | 29 |
Losing Trades | 11 | 5 | 6 | 23 | 16 |
% Profitable | 75.00 | 78.00 | 72.00 | 48.00 | 64.00 |
Profit/Loss Per Trade % | 0.91 | 1.24 | 0.56 | -0.30 | 1.16 |
Profit Per Trade % | 2.39 | 2.52 | 2.25 | 2.50 | 3.06 |
Loss Per Trade % | 3.45 | 3.21 | 3.65 | 2.87 | 2.16 |
Days In Trade | 108 | 48 | 60 | 108 | 108 |
Days In Trade (Avg. Per Trade) | 2.40 | 2.09 | 2.73 | 2.40 | 2.40 |
% Days In Trade | 44.81 | 19.92 | 24.90 | 44.81 | 44.81 |