Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NFLX | Netflix Inc | Communication Services | Entertainment | 511798 | 1204.44 | 3898546 | |
RDVT | Red Violet Inc | Technology | Software - Application | 615 | 0 | 43.99 | 96427 |
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: | 16259.33 |
Total net P/L: | 6259.32 | Total ROI: | 62.59 % |
CAGR: | 62.81 % | Max. DD: | 23.99 % |
System Score: | 23.012 | Sharpe Ratio: | 1.396 |
Start Date: | 2024-08-01 | End Date: | 2025-07-31 |
Total days: | 364 | ||
Commissions: | 338.21 | Comm.% P/L | 5.13 % |
Total Transactions: | 256 | Log. Linearity: | 71.555 % |
Total | ![]() |
![]() |
NFLX | RDVT | |
---|---|---|---|---|---|
Total Profit/Loss | 6597.53 | 3636.24 | 2961.29 | 3622.47 | 2975.07 |
Total Profit | 12975.87 | 5328.38 | 7647.49 | 13609.07 | 14615.72 |
Total Loss | 6378.34 | 1692.14 | 4686.20 | 9986.60 | 11640.66 |
Profit Factor | 2.03 | 3.15 | 1.63 | 1.36 | 1.26 |
Trades | 64 | 32 | 32 | 64 | 64 |
Winning Trades | 48 | 23 | 25 | 38 | 38 |
Losing Trades | 16 | 9 | 7 | 26 | 26 |
% Profitable | 75.00 | 71.00 | 78.00 | 59.00 | 59.00 |
Profit/Loss Per Trade % | 0.81 | 0.85 | 0.76 | 0.43 | 0.21 |
Profit Per Trade % | 2.21 | 1.86 | 2.53 | 3.00 | 3.10 |
Loss Per Trade % | 3.11 | 1.65 | 5.02 | 2.93 | 3.76 |
Days In Trade | 328 | 156 | 172 | 328 | 328 |
Days In Trade (Avg. Per Trade) | 5.12 | 4.88 | 5.38 | 5.12 | 5.12 |
% Days In Trade | 90.11 | 42.86 | 47.25 | 90.11 | 90.11 |