| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HD | The Home Depot Inc | Consumer Cyclical | Home Improvement Retail | 337508 | 0.0272 | 339.03 | 3871192 |
| SHW | Sherwin-Williams Co | Basic Materials | Specialty Chemicals | 79233 | 0.0099 | 319.78 | 1838174 |
| Entry Threshold: | 1.50 | Exit Threshold: | 0.10 | ||
| 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: | 11073.71 |
| Total net P/L: | 1073.71 | Total ROI: | 10.74 % |
| CAGR: | 5.03 % | Max. DD: | 8.29 % |
| System Score: | 1.032 | Sharpe Ratio: | 0.996 |
| Start Date: | 2024-01-02 | End Date: | 2026-01-30 |
| Total days: | 759 | ||
| Commissions: | 660.00 | Comm.% P/L | 38.07 % |
| Total Transactions: | 660 | Log. Linearity: | 58.995 % |
| Total | Long |
Short |
HD | SHW | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1733.71 | 823.43 | 910.28 | 1108.81 | 624.90 |
| Total Profit | 5657.83 | 2626.98 | 3030.85 | 6885.72 | 6520.90 |
| Total Loss | 3924.12 | 1803.55 | 2120.57 | 5776.91 | 5896.00 |
| Profit Factor | 1.44 | 1.46 | 1.43 | 1.19 | 1.11 |
| Trades | 165 | 84 | 81 | 165 | 165 |
| Winning Trades | 121 | 58 | 63 | 92 | 90 |
| Losing Trades | 44 | 26 | 18 | 73 | 75 |
| % Profitable | 73.00 | 69.00 | 77.00 | 55.00 | 54.00 |
| Profit/Loss Per Trade % | 0.10 | 0.09 | 0.11 | 0.06 | 0.03 |
| Profit Per Trade % | 0.43 | 0.41 | 0.44 | 0.68 | 0.66 |
| Loss Per Trade % | 0.80 | 0.62 | 1.06 | 0.71 | 0.70 |
| Days In Trade | 594 | 294 | 300 | 594 | 594 |
| Days In Trade (Avg. Per Trade) | 3.60 | 3.50 | 3.70 | 3.60 | 3.60 |
| % Days In Trade | 78.26 | 38.74 | 39.53 | 78.26 | 78.26 |