Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PNC | PNC Financial Services Group Inc | Financial Services | Banks - Regional | 71480 | 0.0362 | 182.17 | 2227489 |
KEY | KeyCorp | Financial Services | Banks - Regional | 19057 | 0.0483 | 17.38 | 19433404 |
Entry Threshold: | 1.50 | Exit Threshold: | 0.20 | ||
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: | 11461.40 |
Total net P/L: | 1461.40 | Total ROI: | 14.61 % |
CAGR: | 13.96 % | Max. DD: | 6.79 % |
System Score: | 2.581 | Sharpe Ratio: | 1.133 |
Start Date: | 2024-10-01 | End Date: | 2025-10-17 |
Total days: | 381 | ||
Commissions: | 356.11 | Comm.% P/L | 19.59 % |
Total Transactions: | 172 | Log. Linearity: | 56.967 % |
Total | ![]() |
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PNC | KEY | |
---|---|---|---|---|---|
Total Profit/Loss | 1817.51 | 1103.35 | 714.16 | 1622.77 | 194.74 |
Total Profit | 2787.80 | 1731.09 | 1056.71 | 6170.85 | 6023.01 |
Total Loss | 970.29 | 627.74 | 342.55 | 4548.08 | 5828.27 |
Profit Factor | 2.87 | 2.76 | 3.08 | 1.36 | 1.03 |
Trades | 43 | 23 | 20 | 43 | 43 |
Winning Trades | 31 | 15 | 16 | 23 | 23 |
Losing Trades | 12 | 8 | 4 | 20 | 20 |
% Profitable | 72.00 | 65.00 | 80.00 | 53.00 | 53.00 |
Profit/Loss Per Trade % | 0.39 | 0.45 | 0.33 | 0.31 | -0.03 |
Profit Per Trade % | 0.84 | 1.08 | 0.61 | 2.44 | 2.38 |
Loss Per Trade % | 0.74 | 0.71 | 0.79 | 2.04 | 2.65 |
Days In Trade | 228 | 136 | 92 | 228 | 228 |
Days In Trade (Avg. Per Trade) | 5.30 | 5.91 | 4.60 | 5.30 | 5.30 |
% Days In Trade | 59.84 | 35.70 | 24.15 | 59.84 | 59.84 |