Model: | Kalman-auto |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TSLA | Tesla Inc | Consumer Cyclical | Auto Manufacturers | 1359914 | 421.62 | 101413021 | |
MAGS | Roundhill Magnificent Seven ETF | 0.0072 | 64.42 | 2424373 |
Usage Target: | 60.0 | Sigma: | 1.50 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Ve: | 0.001 | Neutrality: | dollar | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.2 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 5154.68 |
Total net P/L: | -4845.32 | Total ROI: | -48.45 % |
CAGR: | -30.08 % | Max. DD: | 64.58 % |
System Score: | -17.559 | Sharpe Ratio: | -1.014 |
Start Date: | 2023-10-23 | End Date: | 2025-08-29 |
Total days: | 676 | ||
Commissions: | 610.75 | Comm.% P/L | 14.42 % |
Total Transactions: | 568 | Log. Linearity: | 83.575 % |
Total | ![]() |
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TSLA | MAGS | |
---|---|---|---|---|---|
Total Profit/Loss | -4234.57 | -2238.51 | -1996.07 | -4599.67 | 365.10 |
Total Profit | 14577.71 | 8372.27 | 6205.44 | 19608.14 | 10836.97 |
Total Loss | 18812.28 | 10610.77 | 8201.51 | 24207.81 | 10471.88 |
Profit Factor | 0.77 | 0.79 | 0.76 | 0.81 | 1.03 |
Trades | 142 | 72 | 70 | 142 | 142 |
Winning Trades | 93 | 44 | 49 | 85 | 69 |
Losing Trades | 49 | 28 | 21 | 57 | 72 |
% Profitable | 65.00 | 61.00 | 70.00 | 59.00 | 48.00 |
Profit/Loss Per Trade % | -0.41 | -0.36 | -0.46 | -0.50 | -0.07 |
Profit Per Trade % | 1.91 | 2.34 | 1.52 | 2.91 | 1.88 |
Loss Per Trade % | 4.39 | 4.28 | 4.53 | 4.87 | 1.85 |
Days In Trade | 398 | 204 | 194 | 398 | 398 |
Days In Trade (Avg. Per Trade) | 2.80 | 2.83 | 2.77 | 2.80 | 2.80 |
% Days In Trade | 58.88 | 30.18 | 28.70 | 58.88 | 58.88 |