| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BHLB | Berkshire Hills Bancorp Inc | Financial Services | Banks - Regional | 2202 | 0.0274 | 26.5 | 495098 |
| CAC | Camden National Corporation | Financial Services | Banks - Regional | 717 | 0.0394 | 42.37 | 74786 |
| Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| Ve: | auto | Neutrality: | dollar | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 12551.15 |
| Total net P/L: | 2551.15 | Total ROI: | 25.51 % |
| CAGR: | 25.59 % | Max. DD: | 4.36 % |
| System Score: | 7.167 | Sharpe Ratio: | 2.582 |
| Start Date: | 2024-11-01 | End Date: | 2025-10-31 |
| Total days: | 364 | ||
| Commissions: | 321.29 | Comm.% P/L | 11.19 % |
| Total Transactions: | 312 | Log. Linearity: | 65.425 % |
| Total | Long |
Short |
BHLB | CAC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2872.44 | 1666.79 | 1205.65 | 1831.94 | 1040.50 |
| Total Profit | 3847.12 | 2149.71 | 1697.41 | 4325.20 | 4960.52 |
| Total Loss | 974.68 | 482.92 | 491.76 | 2493.26 | 3920.02 |
| Profit Factor | 3.95 | 4.45 | 3.45 | 1.73 | 1.27 |
| Trades | 78 | 38 | 40 | 78 | 78 |
| Winning Trades | 57 | 28 | 29 | 35 | 47 |
| Losing Trades | 21 | 10 | 11 | 43 | 31 |
| % Profitable | 73.00 | 73.00 | 72.00 | 44.00 | 60.00 |
| Profit/Loss Per Trade % | 0.33 | 0.39 | 0.27 | 0.23 | 0.09 |
| Profit Per Trade % | 0.61 | 0.69 | 0.53 | 1.19 | 0.96 |
| Loss Per Trade % | 0.43 | 0.45 | 0.41 | 0.55 | 1.21 |
| Days In Trade | 302 | 132 | 170 | 302 | 302 |
| Days In Trade (Avg. Per Trade) | 3.87 | 3.47 | 4.25 | 3.87 | 3.87 |
| % Days In Trade | 82.97 | 36.26 | 46.70 | 82.97 | 82.97 |