Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
KNX | Knight Transportation Inc | Industrials | Trucking | 6766 | 0.0158 | 41.69 | 2671206 |
WERN | Werner Enterprises Inc | Industrials | Trucking | 1676 | 0.0195 | 28.01 | 842021 |
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: | 39806.34 |
Total net P/L: | 29806.34 | Total ROI: | 298.06 % |
CAGR: | 27.64 % | Max. DD: | 21.21 % |
System Score: | 21.027 | Sharpe Ratio: | 3.610 |
Start Date: | 2020-01-02 | End Date: | 2025-08-29 |
Total days: | 2066 | ||
Commissions: | 2427.84 | Comm.% P/L | 7.53 % |
Total Transactions: | 976 | Log. Linearity: | 91.286 % |
Total | ![]() |
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KNX | WERN | |
---|---|---|---|---|---|
Total Profit/Loss | 32234.18 | 24213.11 | 8021.07 | 5052.32 | 27181.86 |
Total Profit | 57448.48 | 30366.05 | 27082.43 | 76533.33 | 84049.47 |
Total Loss | 25214.30 | 6152.94 | 19061.36 | 71481.01 | 56867.61 |
Profit Factor | 2.28 | 4.94 | 1.42 | 1.07 | 1.48 |
Trades | 244 | 113 | 131 | 244 | 244 |
Winning Trades | 187 | 91 | 96 | 139 | 130 |
Losing Trades | 57 | 22 | 35 | 105 | 113 |
% Profitable | 76.00 | 80.00 | 73.00 | 56.00 | 53.00 |
Profit/Loss Per Trade % | 0.61 | 0.92 | 0.35 | 0.07 | 0.44 |
Profit Per Trade % | 1.37 | 1.43 | 1.32 | 2.45 | 2.78 |
Loss Per Trade % | 1.79 | 1.14 | 2.19 | 2.91 | 2.15 |
Days In Trade | 1452 | 543 | 909 | 1452 | 1452 |
Days In Trade (Avg. Per Trade) | 5.95 | 4.81 | 6.94 | 5.95 | 5.95 |
% Days In Trade | 70.28 | 26.28 | 44.00 | 70.28 | 70.28 |