| Model: | Kalman-auto |
| 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: | 3808.51 |
| Total net P/L: | -6191.49 | Total ROI: | -61.91 % |
| CAGR: | -24.33 % | Max. DD: | 99.61 % |
| System Score: | -0.190 | Sharpe Ratio: | 1.448 |
| Start Date: | 2022-06-13 | End Date: | 2025-11-28 |
| Total days: | 1264 | ||
| Commissions: | 38508.06 | Comm.% P/L | 119.16 % |
| Total Transactions: | 580 | Log. Linearity: | 19.831 % |
| Total | Long |
Short |
NXXT | SAFX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 32316.57 | 74442.18 | -42125.61 | 64146.02 | -31829.44 |
| Total Profit | 930430.97 | 279909.38 | 650521.59 | 331207.33 | 704220.75 |
| Total Loss | 898114.40 | 205467.20 | 692647.20 | 267061.31 | 736050.19 |
| Profit Factor | 1.04 | 1.36 | 0.94 | 1.24 | 0.96 |
| Trades | 145 | 73 | 72 | 145 | 145 |
| Winning Trades | 87 | 40 | 47 | 81 | 57 |
| Losing Trades | 58 | 33 | 25 | 63 | 83 |
| % Profitable | 60.00 | 54.00 | 65.00 | 55.00 | 39.00 |
| Profit/Loss Per Trade % | -0.13 | 0.20 | -0.47 | -0.15 | -0.14 |
| Profit Per Trade % | 12.14 | 11.55 | 12.65 | 8.55 | 8.95 |
| Loss Per Trade % | 11.98 | 10.43 | 14.06 | 9.59 | 3.23 |
| Days In Trade | 669 | 320 | 349 | 669 | 669 |
| Days In Trade (Avg. Per Trade) | 4.61 | 4.38 | 4.85 | 4.61 | 4.61 |
| % Days In Trade | 52.93 | 25.32 | 27.61 | 52.93 | 52.93 |