| Model: | Kalman-auto |
| Usage Target: | 70.0 | 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: | 10000.00 |
| Total net P/L: | 0.00 | Total ROI: | 0.00 % |
| CAGR: | 0.00 % | Max. DD: | 0.00 % |
| System Score: | 0.000 | ||
| Start Date: | 2005-03-29 | End Date: | 1970-01-01 |
| Total days: | -12871 | ||
| Commissions: | 0.00 | Comm.% P/L | 0.00 % |
| Total Transactions: | 0 | Log. Linearity: | |
| Total | Long |
Short |
RGTU | RGTX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Total Profit | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Total Loss | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Trades | 0 | 0 | 0 | 0 | 0 |
| Winning Trades | 0 | 0 | 0 | 0 | 0 |
| Losing Trades | 0 | 0 | 0 | 0 | 0 |
| % Profitable | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Profit/Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Profit Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Days In Trade | 0 | 0 | 0 | 0 | 0 |
| Days In Trade (Avg. Per Trade) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| % Days In Trade | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |