Model: | Kalman |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AKAM | Akamai Technologies Inc | Technology | Software - Infrastructure | 10447 | 72.86 | 2264073 | |
NDAQ | Nasdaq Inc | Financial Services | Financial Data & Stock Exchanges | 50833 | 0.0113 | 88.59 | 3345797 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 31 | Entry Mode: | Uptick | Reversals: | |
δ: | 0.0001 | Ve: | 0.001 | Neutrality: | dollar |
Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 13167.18 |
Total net P/L: | 3167.18 | Total ROI: | 31.67 % |
CAGR: | 4.16 % | Max. DD: | 7.57 % |
System Score: | 1.747 | Sharpe Ratio: | 1.786 |
Start Date: | 2019-01-02 | End Date: | 2025-09-30 |
Total days: | 2463 | ||
Commissions: | 372.04 | Comm.% P/L | 10.51 % |
Total Transactions: | 372 | Log. Linearity: | 74.873 % |
Total | ![]() |
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AKAM | NDAQ | |
---|---|---|---|---|---|
Total Profit/Loss | 3539.22 | 981.48 | 2557.74 | 2780.47 | 758.76 |
Total Profit | 7732.30 | 3443.71 | 4288.59 | 7277.51 | 5885.77 |
Total Loss | 4193.08 | 2462.23 | 1730.85 | 4497.04 | 5127.01 |
Profit Factor | 1.84 | 1.40 | 2.48 | 1.62 | 1.15 |
Trades | 93 | 44 | 49 | 93 | 93 |
Winning Trades | 72 | 32 | 40 | 55 | 55 |
Losing Trades | 21 | 12 | 9 | 38 | 38 |
% Profitable | 77.00 | 72.00 | 81.00 | 59.00 | 59.00 |
Profit/Loss Per Trade % | 0.33 | 0.20 | 0.45 | 0.23 | 0.09 |
Profit Per Trade % | 0.96 | 0.97 | 0.94 | 1.15 | 0.99 |
Loss Per Trade % | 1.74 | 1.79 | 1.69 | 1.07 | 1.18 |
Days In Trade | 225 | 122 | 103 | 225 | 225 |
Days In Trade (Avg. Per Trade) | 2.42 | 2.77 | 2.10 | 2.42 | 2.42 |
% Days In Trade | 9.14 | 4.95 | 4.18 | 9.14 | 9.14 |