Model: | Kalman |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
INTC | Intel Corporation | Technology | Semiconductors | 176065 | 37.01 | 103297768 | |
AMD | Advanced Micro Devices Inc | Technology | Semiconductors | 378252 | 233.08 | 49518626 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
δ: | 0.0001 | Ve: | 0.001 | Neutrality: | dollar |
Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 2000.00 | Final Equity: | 1939.95 |
Total net P/L: | -60.05 | Total ROI: | -3.00 % |
CAGR: | -31.87 % | Max. DD: | 24.20 % |
System Score: | -0.057 | Sharpe Ratio: | 0.033 |
Start Date: | 2025-09-01 | End Date: | 2025-09-30 |
Total days: | 29 | ||
Commissions: | 44.00 | Comm.% P/L | 274.14 % |
Total Transactions: | 44 | Log. Linearity: | 12.127 % |
Total | ![]() |
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INTC | AMD | |
---|---|---|---|---|---|
Total Profit/Loss | -16.05 | 405.24 | -421.29 | 166.02 | -182.07 |
Total Profit | 683.40 | 538.84 | 144.56 | 675.18 | 64.11 |
Total Loss | 699.45 | 133.60 | 565.85 | 509.16 | 246.18 |
Profit Factor | 0.98 | 4.03 | 0.26 | 1.33 | 0.26 |
Trades | 11 | 6 | 5 | 11 | 11 |
Winning Trades | 6 | 4 | 2 | 7 | 5 |
Losing Trades | 5 | 2 | 3 | 4 | 6 |
% Profitable | 54.00 | 66.00 | 40.00 | 63.00 | 45.00 |
Profit/Loss Per Trade % | -0.09 | 3.19 | -3.88 | 0.71 | -0.78 |
Profit Per Trade % | 5.39 | 6.41 | 3.38 | 4.54 | 0.64 |
Loss Per Trade % | 5.96 | 2.97 | 8.00 | 5.17 | 1.92 |
Days In Trade | 27 | 13 | 14 | 27 | 27 |
Days In Trade (Avg. Per Trade) | 2.45 | 2.17 | 2.80 | 2.45 | 2.45 |
% Days In Trade | 93.10 | 44.83 | 48.28 | 93.10 | 93.10 |