| Model: | Kalman-auto |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| V | Visa Inc. Class A | Financial Services | Credit Services | 594723 | 0.0081 | 308.46 | 6758240 |
| MA | Mastercard Inc | Financial Services | Credit Services | 452091 | 0.0062 | 506.58 | 3074175 |
| 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: | 13838.67 |
| Total net P/L: | 3838.67 | Total ROI: | 38.39 % |
| CAGR: | 6.51 % | Max. DD: | 10.92 % |
| System Score: | 2.657 | Sharpe Ratio: | 1.634 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 1556.00 | Comm.% P/L | 28.84 % |
| Total Transactions: | 1556 | Log. Linearity: | 74.172 % |
| Total | Long |
Short |
V | MA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5394.67 | 2519.75 | 2874.92 | 11410.15 | -6015.48 |
| Total Profit | 18678.54 | 9437.73 | 9240.81 | 37349.96 | 31523.94 |
| Total Loss | 13283.87 | 6917.98 | 6365.89 | 25939.81 | 37539.42 |
| Profit Factor | 1.41 | 1.36 | 1.45 | 1.44 | 0.84 |
| Trades | 389 | 195 | 194 | 389 | 389 |
| Winning Trades | 271 | 140 | 131 | 226 | 199 |
| Losing Trades | 118 | 55 | 63 | 163 | 190 |
| % Profitable | 69.00 | 71.00 | 67.00 | 58.00 | 51.00 |
| Profit/Loss Per Trade % | 0.12 | 0.11 | 0.13 | 0.23 | -0.15 |
| Profit Per Trade % | 0.59 | 0.57 | 0.60 | 1.39 | 1.34 |
| Loss Per Trade % | 0.94 | 1.05 | 0.85 | 1.34 | 1.66 |
| Days In Trade | 1055 | 534 | 521 | 1055 | 1055 |
| Days In Trade (Avg. Per Trade) | 2.71 | 2.74 | 2.69 | 2.71 | 2.71 |
| % Days In Trade | 56.12 | 28.40 | 27.71 | 56.12 | 56.12 |