Model: | Kalman |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ABT | Abbott Laboratories | Healthcare | Medical Devices | 223719 | 0.0185 | 128.54 | 6624393 |
MTCH | Match Group Inc | Communication Services | Internet Content & Information | 7803 | 0.0176 | 32.43 | 4617957 |
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: | 12021.49 |
Total net P/L: | 2021.49 | Total ROI: | 20.21 % |
CAGR: | 2.77 % | Max. DD: | 32.31 % |
System Score: | 0.022 | Sharpe Ratio: | 0.697 |
Start Date: | 2019-01-02 | End Date: | 2025-09-30 |
Total days: | 2463 | ||
Commissions: | 1156.08 | Comm.% P/L | 36.38 % |
Total Transactions: | 1156 | Log. Linearity: | 19.974 % |
Total | ![]() |
![]() |
ABT | MTCH | |
---|---|---|---|---|---|
Total Profit/Loss | 3177.57 | 4309.88 | -1132.31 | 1926.12 | 1251.45 |
Total Profit | 23041.35 | 12689.50 | 10351.85 | 12269.67 | 22868.07 |
Total Loss | 19863.78 | 8379.62 | 11484.17 | 10343.55 | 21616.62 |
Profit Factor | 1.16 | 1.51 | 0.90 | 1.19 | 1.06 |
Trades | 289 | 151 | 138 | 289 | 289 |
Winning Trades | 187 | 99 | 88 | 153 | 169 |
Losing Trades | 102 | 52 | 50 | 136 | 120 |
% Profitable | 64.00 | 65.00 | 63.00 | 52.00 | 58.00 |
Profit/Loss Per Trade % | 0.10 | 0.26 | -0.07 | 0.07 | 0.03 |
Profit Per Trade % | 1.19 | 1.25 | 1.13 | 0.78 | 1.31 |
Loss Per Trade % | 1.83 | 1.56 | 2.10 | 0.72 | 1.70 |
Days In Trade | 786 | 378 | 408 | 786 | 786 |
Days In Trade (Avg. Per Trade) | 2.72 | 2.50 | 2.96 | 2.72 | 2.72 |
% Days In Trade | 31.91 | 15.35 | 16.57 | 31.91 | 31.91 |