| Model: | Kalman-auto |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| TSM | Taiwan Semiconductor Manufacturing | Technology | Semiconductors | 1794427 | 0.0102 | 345.98 | 12421994 |
| AVGO | Broadcom Inc | Technology | Semiconductors | 1523419 | 0.0076 | 321.31 | 25617329 |
| 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: | 7906.84 |
| Total net P/L: | -2093.16 | Total ROI: | -20.93 % |
| CAGR: | -4.46 % | Max. DD: | 52.01 % |
| System Score: | -0.335 | Sharpe Ratio: | -0.027 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 1669.74 | Comm.% P/L | 394.34 % |
| Total Transactions: | 1632 | Log. Linearity: | 42.217 % |
| Total | Long |
Short |
TSM | AVGO | |
|---|---|---|---|---|---|
| Total Profit/Loss | -423.42 | -2371.89 | 1948.47 | -1678.73 | 1255.31 |
| Total Profit | 40440.94 | 19676.82 | 20764.12 | 49063.25 | 53540.60 |
| Total Loss | 40864.36 | 22048.71 | 18815.65 | 50741.98 | 52285.29 |
| Profit Factor | 0.99 | 0.89 | 1.10 | 0.97 | 1.02 |
| Trades | 408 | 219 | 189 | 408 | 408 |
| Winning Trades | 270 | 144 | 126 | 211 | 219 |
| Losing Trades | 138 | 75 | 63 | 197 | 189 |
| % Profitable | 66.00 | 65.00 | 66.00 | 51.00 | 53.00 |
| Profit/Loss Per Trade % | -0.02 | -0.08 | 0.05 | -0.10 | 0.01 |
| Profit Per Trade % | 1.49 | 1.36 | 1.64 | 2.27 | 2.42 |
| Loss Per Trade % | 2.76 | 2.61 | 2.94 | 2.52 | 2.59 |
| Days In Trade | 1168 | 649 | 519 | 1168 | 1168 |
| Days In Trade (Avg. Per Trade) | 2.86 | 2.96 | 2.75 | 2.86 | 2.86 |
| % Days In Trade | 62.13 | 34.52 | 27.61 | 62.13 | 62.13 |