| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HEI.A | HEICO Corporation | Industrials | Aerospace & Defense | 37337 | 0.0009 | 242.18 | 230661 |
| HEI | Heico Corporation | Industrials | Aerospace & Defense | 43222 | 0.0007 | 310.49 | 434423 |
| 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: | 35273.77 |
| Total net P/L: | 25273.77 | Total ROI: | 252.74 % |
| CAGR: | 23.70 % | Max. DD: | 15.13 % |
| System Score: | 18.122 | Sharpe Ratio: | 4.537 |
| Start Date: | 2018-01-02 | End Date: | 2023-12-05 |
| Total days: | 2163 | ||
| Commissions: | 1550.16 | Comm.% P/L | 5.78 % |
| Total Transactions: | 1488 | Log. Linearity: | 91.439 % |
| Total | Long |
Short |
HEI.A | HEI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 26823.93 | 12034.33 | 14789.60 | -17338.63 | 44162.56 |
| Total Profit | 40749.88 | 18621.77 | 22128.10 | 81596.01 | 111283.82 |
| Total Loss | 13925.95 | 6587.44 | 7338.51 | 98934.65 | 67121.26 |
| Profit Factor | 2.93 | 2.83 | 3.02 | 0.82 | 1.66 |
| Trades | 372 | 188 | 184 | 372 | 372 |
| Winning Trades | 287 | 147 | 140 | 190 | 210 |
| Losing Trades | 85 | 41 | 44 | 182 | 162 |
| % Profitable | 77.00 | 78.00 | 76.00 | 51.00 | 56.00 |
| Profit/Loss Per Trade % | 0.36 | 0.34 | 0.39 | -0.23 | 0.41 |
| Profit Per Trade % | 0.78 | 0.70 | 0.87 | 2.36 | 2.74 |
| Loss Per Trade % | 1.02 | 0.92 | 1.11 | 2.76 | 2.35 |
| Days In Trade | 1633 | 791 | 842 | 1633 | 1633 |
| Days In Trade (Avg. Per Trade) | 4.39 | 4.21 | 4.58 | 4.39 | 4.39 |
| % Days In Trade | 75.50 | 36.57 | 38.93 | 75.50 | 75.50 |