| Model: | Kalman-auto |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| TSLA | Tesla Inc | Consumer Cyclical | Auto Manufacturers | 1343598 | 403.99 | 103269116 | |
| SPY | SPDR S&P 500 ETF Trust | 0.0086 | 662.63 | 73944849 |
| Usage Target: | 60.0 | Sigma: | 1.50 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| Ve: | 0.001 | Neutrality: | dollar | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.2 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 567.00 |
| Total net P/L: | -9433.00 | Total ROI: | -94.33 % |
| CAGR: | -38.86 % | Max. DD: | 94.67 % |
| System Score: | -32.674 | Sharpe Ratio: | -1.855 |
| Start Date: | 2020-01-02 | End Date: | 2025-10-31 |
| Total days: | 2129 | ||
| Commissions: | 1421.85 | Comm.% P/L | 17.75 % |
| Total Transactions: | 1416 | Log. Linearity: | 94.383 % |
| Total | Long |
Short |
TSLA | SPY | |
|---|---|---|---|---|---|
| Total Profit/Loss | -8011.15 | 2576.22 | -10587.37 | -9529.17 | 1518.02 |
| Total Profit | 15875.50 | 9388.51 | 6486.99 | 19468.70 | 7688.36 |
| Total Loss | 23886.65 | 6812.29 | 17074.36 | 28997.87 | 6170.34 |
| Profit Factor | 0.66 | 1.38 | 0.38 | 0.67 | 1.25 |
| Trades | 354 | 176 | 178 | 354 | 354 |
| Winning Trades | 233 | 119 | 114 | 211 | 172 |
| Losing Trades | 121 | 57 | 64 | 143 | 182 |
| % Profitable | 65.00 | 67.00 | 64.00 | 59.00 | 48.00 |
| Profit/Loss Per Trade % | -0.59 | 0.14 | -1.31 | -0.68 | 0.02 |
| Profit Per Trade % | 2.16 | 2.42 | 1.89 | 2.87 | 1.15 |
| Loss Per Trade % | 5.28 | 4.31 | 6.14 | 5.21 | 1.03 |
| Days In Trade | 1019 | 485 | 534 | 1019 | 1019 |
| Days In Trade (Avg. Per Trade) | 2.88 | 2.76 | 3.00 | 2.88 | 2.88 |
| % Days In Trade | 47.86 | 22.78 | 25.08 | 47.86 | 47.86 |