Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FFIN | First Financial Bankshares Inc | Financial Services | Banks - Regional | 4976 | 0.0208 | 35 | 524377 |
AGM.A | Federal Agricultural Mortgage Corporation | Financial Services | Credit Services | 1944 | 0.0449 | 128.24 | 1031 |
Entry Threshold: | 1.20 | 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: | 34114.93 |
Total net P/L: | 24114.93 | Total ROI: | 241.15 % |
CAGR: | 225.02 % | Max. DD: | 8.72 % |
System Score: | 168.311 | Sharpe Ratio: | 3.615 |
Start Date: | 2024-09-02 | End Date: | 2025-09-17 |
Total days: | 380 | ||
Commissions: | 638.16 | Comm.% P/L | 2.58 % |
Total Transactions: | 304 | Log. Linearity: | 90.775 % |
Total | ![]() |
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FFIN | AGM.A | |
---|---|---|---|---|---|
Total Profit/Loss | 24753.09 | 14788.63 | 9964.46 | 12363.34 | 12389.75 |
Total Profit | 31192.85 | 16538.80 | 14654.05 | 23703.99 | 25926.70 |
Total Loss | 6439.76 | 1750.17 | 4689.59 | 11340.65 | 13536.95 |
Profit Factor | 4.84 | 9.45 | 3.12 | 2.09 | 1.92 |
Trades | 76 | 37 | 39 | 76 | 76 |
Winning Trades | 63 | 32 | 31 | 46 | 49 |
Losing Trades | 13 | 5 | 8 | 30 | 27 |
% Profitable | 82.00 | 86.00 | 79.00 | 60.00 | 64.00 |
Profit/Loss Per Trade % | 1.67 | 1.98 | 1.37 | 0.62 | 0.97 |
Profit Per Trade % | 2.39 | 2.52 | 2.25 | 2.32 | 2.66 |
Loss Per Trade % | 1.72 | 1.37 | 1.94 | 1.88 | 1.91 |
Days In Trade | 303 | 149 | 154 | 303 | 303 |
Days In Trade (Avg. Per Trade) | 3.99 | 4.03 | 3.95 | 3.99 | 3.99 |
% Days In Trade | 79.74 | 39.21 | 40.53 | 79.74 | 79.74 |