| 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: | -0.90 | ||
| 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: | 12405.35 |
| Total net P/L: | 2405.35 | Total ROI: | 24.05 % |
| CAGR: | 26.38 % | Max. DD: | 19.13 % |
| System Score: | 1.352 | Sharpe Ratio: | 0.935 |
| Start Date: | 2024-10-29 | End Date: | 2025-09-30 |
| Total days: | 336 | ||
| Commissions: | 156.00 | Comm.% P/L | 6.09 % |
| Total Transactions: | 156 | Log. Linearity: | 37.147 % |
| Total | Long |
Short |
V | AMZN | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2561.35 | 1071.48 | 1489.87 | 2168.83 | 392.52 |
| Total Profit | 7132.27 | 3378.30 | 3753.97 | 5495.17 | 7005.30 |
| Total Loss | 4570.92 | 2306.82 | 2264.10 | 3326.34 | 6612.78 |
| Profit Factor | 1.56 | 1.46 | 1.66 | 1.65 | 1.06 |
| Trades | 39 | 20 | 19 | 39 | 39 |
| Winning Trades | 28 | 13 | 15 | 19 | 24 |
| Losing Trades | 11 | 7 | 4 | 20 | 15 |
| % Profitable | 71.00 | 65.00 | 78.00 | 48.00 | 61.00 |
| Profit/Loss Per Trade % | 0.59 | 0.49 | 0.69 | 0.43 | 0.06 |
| Profit Per Trade % | 2.23 | 2.25 | 2.22 | 2.48 | 2.57 |
| Loss Per Trade % | 3.41 | 2.68 | 4.70 | 1.44 | 3.67 |
| Days In Trade | 243 | 141 | 102 | 243 | 243 |
| Days In Trade (Avg. Per Trade) | 6.23 | 7.05 | 5.37 | 6.23 | 6.23 |
| % Days In Trade | 72.32 | 41.96 | 30.36 | 72.32 | 72.32 |