| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CRGY | Crescent Energy Co | Energy | Oil & Gas E&P | 2726 | 0.0583 | 8.3 | 4539323 |
| CRK | Comstock Resources Inc | Energy | Oil & Gas E&P | 6758 | 23.06 | 2601248 |
| 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: | 13008.01 |
| Total net P/L: | 3008.01 | Total ROI: | 30.08 % |
| CAGR: | 48.93 % | Max. DD: | 16.22 % |
| System Score: | 2.221 | Sharpe Ratio: | 1.060 |
| Start Date: | 2023-01-02 | End Date: | 2023-08-31 |
| Total days: | 241 | ||
| Commissions: | 639.10 | Comm.% P/L | 17.52 % |
| Total Transactions: | 112 | Log. Linearity: | 35.674 % |
| Total | Long |
Short |
CRGY | CRK | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3647.11 | 4079.30 | -432.19 | -1838.30 | 5485.41 |
| Total Profit | 8448.42 | 5073.73 | 3374.69 | 5511.75 | 11125.46 |
| Total Loss | 4801.31 | 994.43 | 3806.88 | 7350.05 | 5640.05 |
| Profit Factor | 1.76 | 5.10 | 0.89 | 0.75 | 1.97 |
| Trades | 28 | 14 | 14 | 28 | 28 |
| Winning Trades | 21 | 12 | 9 | 12 | 18 |
| Losing Trades | 7 | 2 | 5 | 16 | 10 |
| % Profitable | 75.00 | 85.00 | 64.00 | 42.00 | 64.00 |
| Profit/Loss Per Trade % | 1.12 | 2.31 | -0.06 | -0.53 | 1.52 |
| Profit Per Trade % | 3.22 | 3.34 | 3.07 | 3.43 | 4.81 |
| Loss Per Trade % | 4.75 | 3.55 | 5.23 | 3.33 | 4.01 |
| Days In Trade | 176 | 68 | 108 | 176 | 176 |
| Days In Trade (Avg. Per Trade) | 6.29 | 4.86 | 7.71 | 6.29 | 6.29 |
| % Days In Trade | 73.03 | 28.22 | 44.81 | 73.03 | 73.03 |