| 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 |
| NVDA | NVIDIA Corporation | Technology | Semiconductors | 4421808 | 0.0002 | 181.93 | 181373111 |
| 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: | 4840.76 |
| Total net P/L: | -5159.24 | Total ROI: | -51.59 % |
| CAGR: | -13.14 % | Max. DD: | 73.46 % |
| System Score: | -1.329 | Sharpe Ratio: | -0.648 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 2137.20 | Comm.% P/L | 70.72 % |
| Total Transactions: | 1652 | Log. Linearity: | 46.593 % |
| Total | Long |
Short |
TSM | NVDA | |
|---|---|---|---|---|---|
| Total Profit/Loss | -3022.04 | -5456.99 | 2434.95 | 5493.08 | -8515.12 |
| Total Profit | 32281.83 | 14655.21 | 17626.62 | 33889.33 | 39731.86 |
| Total Loss | 35303.87 | 20112.20 | 15191.67 | 28396.25 | 48246.98 |
| Profit Factor | 0.91 | 0.73 | 1.16 | 1.19 | 0.82 |
| Trades | 413 | 215 | 198 | 413 | 413 |
| Winning Trades | 255 | 131 | 124 | 216 | 210 |
| Losing Trades | 158 | 84 | 74 | 197 | 202 |
| % Profitable | 61.00 | 60.00 | 62.00 | 52.00 | 50.00 |
| Profit/Loss Per Trade % | -0.10 | -0.33 | 0.16 | 0.13 | -0.31 |
| Profit Per Trade % | 1.87 | 1.68 | 2.07 | 2.31 | 2.84 |
| Loss Per Trade % | 3.08 | 3.27 | 2.87 | 2.17 | 3.36 |
| Days In Trade | 1217 | 630 | 587 | 1217 | 1217 |
| Days In Trade (Avg. Per Trade) | 2.95 | 2.93 | 2.96 | 2.95 | 2.95 |
| % Days In Trade | 64.73 | 33.51 | 31.22 | 64.73 | 64.73 |