Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MDU | MDU Resources Group Inc | Industrials | Conglomerates | 5546 | 0.0193 | 26.91 | 1182683 |
PRK | Park National Corporation | Financial Services | Banks - Regional | 2585 | 0.0265 | 160.02 | 51291 |
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: | 15188.52 |
Total net P/L: | 5188.52 | Total ROI: | 51.89 % |
CAGR: | 22.26 % | Max. DD: | 17.44 % |
System Score: | 8.137 | Sharpe Ratio: | 1.445 |
Start Date: | 2018-01-02 | End Date: | 2020-01-31 |
Total days: | 759 | ||
Commissions: | 893.64 | Comm.% P/L | 14.69 % |
Total Transactions: | 408 | Log. Linearity: | 71.500 % |
Total | Long | Short | MDU | PRK | |
---|---|---|---|---|---|
Total Profit/Loss | 6082.16 | 3374.68 | 2707.48 | 4459.54 | 1622.62 |
Total Profit | 13027.75 | 6177.75 | 6850.00 | 11223.28 | 12795.05 |
Total Loss | 6945.59 | 2803.07 | 4142.52 | 6763.73 | 11172.43 |
Profit Factor | 1.88 | 2.20 | 1.65 | 1.66 | 1.15 |
Trades | 102 | 47 | 55 | 102 | 102 |
Winning Trades | 75 | 35 | 40 | 62 | 67 |
Losing Trades | 27 | 12 | 15 | 40 | 35 |
% Profitable | 73.00 | 74.00 | 72.00 | 60.00 | 65.00 |
Profit/Loss Per Trade % | 0.48 | 0.56 | 0.41 | 0.31 | 0.12 |
Profit Per Trade % | 1.40 | 1.41 | 1.38 | 1.42 | 1.54 |
Loss Per Trade % | 1.95 | 1.82 | 2.06 | 1.37 | 2.41 |
Days In Trade | 593 | 292 | 301 | 593 | 593 |
Days In Trade (Avg. Per Trade) | 5.81 | 6.21 | 5.47 | 5.81 | 5.81 |
% Days In Trade | 78.13 | 38.47 | 39.66 | 78.13 | 78.13 |