Model: | Kalman-auto |
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 |
Usage Target: | 60.0 | Sigma: | 1.50 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Ve: | 0.001 | Neutrality: | dollar | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.2 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 14551.41 |
Total net P/L: | 4551.41 | Total ROI: | 45.51 % |
CAGR: | 76.49 % | Max. DD: | 15.57 % |
System Score: | 21.708 | Sharpe Ratio: | 1.778 |
Start Date: | 2023-01-02 | End Date: | 2023-08-31 |
Total days: | 241 | ||
Commissions: | 968.00 | Comm.% P/L | 17.54 % |
Total Transactions: | 160 | Log. Linearity: | 65.715 % |
Total | ![]() |
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CRGY | CRK | |
---|---|---|---|---|---|
Total Profit/Loss | 5519.41 | 4987.19 | 532.22 | -2480.43 | 7999.84 |
Total Profit | 9618.57 | 5481.77 | 4136.80 | 5458.43 | 11640.09 |
Total Loss | 4099.16 | 494.58 | 3604.58 | 7938.86 | 3640.25 |
Profit Factor | 2.35 | 11.08 | 1.15 | 0.69 | 3.20 |
Trades | 40 | 20 | 20 | 40 | 40 |
Winning Trades | 29 | 16 | 13 | 18 | 27 |
Losing Trades | 11 | 4 | 7 | 22 | 13 |
% Profitable | 72.00 | 80.00 | 65.00 | 45.00 | 67.00 |
Profit/Loss Per Trade % | 1.12 | 1.86 | 0.38 | -0.45 | 1.53 |
Profit Per Trade % | 2.54 | 2.55 | 2.53 | 2.20 | 3.24 |
Loss Per Trade % | 2.42 | 0.84 | 3.33 | 2.52 | 1.91 |
Days In Trade | 101 | 42 | 59 | 101 | 101 |
Days In Trade (Avg. Per Trade) | 2.52 | 2.10 | 2.95 | 2.52 | 2.52 |
% Days In Trade | 41.91 | 17.43 | 24.48 | 41.91 | 41.91 |