Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SILC | Silicom | Technology | Communication Equipment | 92 | 16.2212 | 23064 | |
CRNC | Cerence Inc | Technology | Software - Application | 586 | 13.52 | 3742052 |
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 | ![]() |
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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 |