| Model: | Kalman |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BAC | Bank of America Corp | Financial Services | Banks - Diversified | 394554 | 0.0203 | 54.03 | 37541199 |
| GS | Goldman Sachs Group Inc | Financial Services | Capital Markets | 286474 | 0.015 | 946.33 | 2088902 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| δ: | 0.0001 | Ve: | 0.001 | Neutrality: | dollar |
| Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 1691.78 |
| Total net P/L: | -8308.22 | Total ROI: | -83.08 % |
| CAGR: | -29.54 % | Max. DD: | 84.27 % |
| System Score: | -27.094 | Sharpe Ratio: | -4.487 |
| Start Date: | 2021-01-04 | End Date: | 2026-01-30 |
| Total days: | 1852 | ||
| Commissions: | 2226.59 | Comm.% P/L | 36.61 % |
| Total Transactions: | 2196 | Log. Linearity: | 97.156 % |
| Total | Long |
Short |
BAC | GS | |
|---|---|---|---|---|---|
| Total Profit/Loss | -6081.63 | -3674.04 | -2407.59 | -116.72 | -5964.91 |
| Total Profit | 10572.26 | 5382.86 | 5189.40 | 22467.28 | 17741.73 |
| Total Loss | 16653.89 | 9056.90 | 7596.99 | 22584.00 | 23706.64 |
| Profit Factor | 0.63 | 0.59 | 0.68 | 0.99 | 0.75 |
| Trades | 549 | 278 | 271 | 549 | 549 |
| Winning Trades | 342 | 174 | 168 | 293 | 273 |
| Losing Trades | 207 | 104 | 103 | 256 | 275 |
| % Profitable | 62.00 | 62.00 | 61.00 | 53.00 | 49.00 |
| Profit/Loss Per Trade % | -0.20 | -0.29 | -0.12 | -0.04 | -0.21 |
| Profit Per Trade % | 0.72 | 0.72 | 0.73 | 1.64 | 1.48 |
| Loss Per Trade % | 1.68 | 1.92 | 1.44 | 1.89 | 1.82 |
| Days In Trade | 1693 | 922 | 771 | 1693 | 1693 |
| Days In Trade (Avg. Per Trade) | 3.08 | 3.32 | 2.85 | 3.08 | 3.08 |
| % Days In Trade | 91.41 | 49.78 | 41.63 | 91.41 | 91.41 |