| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SILC | Silicom | Technology | Communication Equipment | 246 | 43.18 | 44522 | |
| CRNC | Cerence Inc | Technology | Software - Application | 446 | 9.875 | 1434896 |
| Entry Threshold: | 1.10 | Exit Threshold: | 0.10 | ||
| Max Duration: | 20 | Entry Mode: | Simple | 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: | -37379.80 |
| Total net P/L: | -47379.80 | Total ROI: | -473.80 % |
| CAGR: | 0.00 % | Max. DD: | 150.85 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.497 |
| Start Date: | 2024-08-01 | End Date: | 2025-07-31 |
| Total days: | 364 | ||
| Commissions: | 2507.61 | Comm.% P/L | 5.59 % |
| Total Transactions: | 100 | Log. Linearity: | 69.124 % |
| Total | Long |
Short |
SILC | CRNC | |
|---|---|---|---|---|---|
| Total Profit/Loss | -44872.19 | -103671.93 | 58799.74 | 11143.00 | -56015.19 |
| Total Profit | 72763.34 | 13963.60 | 58799.74 | 15316.53 | 71278.37 |
| Total Loss | 117635.54 | 117635.54 | 0.00 | 4173.53 | 127293.56 |
| Profit Factor | 0.62 | 0.12 | 0.00 | 3.67 | 0.56 |
| Trades | 25 | 11 | 14 | 25 | 25 |
| Winning Trades | 21 | 7 | 14 | 14 | 20 |
| Losing Trades | 4 | 4 | 0 | 11 | 5 |
| % Profitable | 84.00 | 63.00 | 100.00 | 56.00 | 80.00 |
| Profit/Loss Per Trade % | 0.00 | 0.00 | 12.48 | 0.97 | 0.00 |
| Profit Per Trade % | 11.54 | 9.70 | 12.48 | 3.28 | 11.91 |
| Loss Per Trade % | 35.05 | 35.05 | 0.00 | 1.85 | 31.02 |
| Days In Trade | 140 | 92 | 48 | 140 | 140 |
| Days In Trade (Avg. Per Trade) | 5.60 | 8.36 | 3.43 | 5.60 | 5.60 |
| % Days In Trade | 38.46 | 25.27 | 13.19 | 38.46 | 38.46 |