| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CXW | CoreCivic Inc | Industrials | Security & Protection Services | 2001 | 18.69 | 991177 | |
| WM | Waste Management Inc | Industrials | Waste Management | 93461 | 0.0143 | 231.72 | 1825816 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Ve: | auto | Neutrality: | dollar | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 8871.44 |
| Total net P/L: | -1128.56 | Total ROI: | -11.29 % |
| CAGR: | -11.34 % | Max. DD: | 38.79 % |
| System Score: | -0.133 | Sharpe Ratio: | -0.468 |
| Start Date: | 2015-01-02 | End Date: | 2015-12-31 |
| Total days: | 363 | ||
| Commissions: | 301.40 | Comm.% P/L | 36.44 % |
| Total Transactions: | 232 | Log. Linearity: | 22.729 % |
| Total | Long |
Short |
CXW | WM | |
|---|---|---|---|---|---|
| Total Profit/Loss | -827.16 | -2561.34 | 1734.18 | -972.19 | 145.03 |
| Total Profit | 5245.39 | 2238.33 | 3007.06 | 5284.45 | 3796.33 |
| Total Loss | 6072.55 | 4799.67 | 1272.88 | 6256.64 | 3651.30 |
| Profit Factor | 0.86 | 0.47 | 2.36 | 0.84 | 1.04 |
| Trades | 58 | 30 | 28 | 58 | 58 |
| Winning Trades | 35 | 17 | 18 | 35 | 33 |
| Losing Trades | 23 | 13 | 10 | 23 | 25 |
| % Profitable | 60.00 | 56.00 | 64.00 | 60.00 | 56.00 |
| Profit/Loss Per Trade % | -0.16 | -0.83 | 0.58 | -0.19 | 0.01 |
| Profit Per Trade % | 1.45 | 1.29 | 1.61 | 1.42 | 1.08 |
| Loss Per Trade % | 2.41 | 3.32 | 1.25 | 2.42 | 1.36 |
| Days In Trade | 274 | 186 | 88 | 274 | 274 |
| Days In Trade (Avg. Per Trade) | 4.72 | 6.20 | 3.14 | 4.72 | 4.72 |
| % Days In Trade | 75.48 | 51.24 | 24.24 | 75.48 | 75.48 |