| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| V | Visa Inc. Class A | Financial Services | Credit Services | 658739 | 0.0071 | 340.74 | 6432298 |
| AMZN | Amazon.com Inc | Consumer Cyclical | Internet Retail | 2610764 | 244.22 | 45768363 |
| Entry Threshold: | 1.70 | Exit Threshold: | -1.40 | ||
| 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: | 13917.92 |
| Total net P/L: | 3917.92 | Total ROI: | 39.18 % |
| CAGR: | 43.21 % | Max. DD: | 19.37 % |
| System Score: | 15.939 | Sharpe Ratio: | 1.323 |
| Start Date: | 2024-10-29 | End Date: | 2025-09-30 |
| Total days: | 336 | ||
| Commissions: | 148.00 | Comm.% P/L | 3.64 % |
| Total Transactions: | 148 | Log. Linearity: | 71.719 % |
| Total | Long |
Short |
V | AMZN | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4065.92 | 1767.96 | 2297.96 | 2542.63 | 1523.29 |
| Total Profit | 8696.28 | 4213.92 | 4482.36 | 6365.58 | 8333.43 |
| Total Loss | 4630.36 | 2445.96 | 2184.40 | 3822.95 | 6810.14 |
| Profit Factor | 1.88 | 1.72 | 2.05 | 1.67 | 1.22 |
| Trades | 37 | 19 | 18 | 37 | 37 |
| Winning Trades | 29 | 14 | 15 | 19 | 24 |
| Losing Trades | 8 | 5 | 3 | 18 | 13 |
| % Profitable | 78.00 | 73.00 | 83.00 | 51.00 | 64.00 |
| Profit/Loss Per Trade % | 0.93 | 0.80 | 1.07 | 0.50 | 0.34 |
| Profit Per Trade % | 2.43 | 2.40 | 2.45 | 2.62 | 2.81 |
| Loss Per Trade % | 4.27 | 3.54 | 5.50 | 1.65 | 3.96 |
| Days In Trade | 276 | 158 | 118 | 276 | 276 |
| Days In Trade (Avg. Per Trade) | 7.46 | 8.32 | 6.56 | 7.46 | 7.46 |
| % Days In Trade | 82.14 | 47.02 | 35.12 | 82.14 | 82.14 |