| Model: | Kalman |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FCX | Freeport-McMoran Copper & Gold Inc | Basic Materials | Copper | 82050 | 0.0106 | 57.09 | 17864456 |
| SCCO | Southern Copper Corporation | Basic Materials | Copper | 136706 | 0.0188 | 165.49 | 1721391 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 100 | Entry Mode: | Uptick | Reversals: | |
| δ: | 0.0001 | Ve: | 0.001 | Neutrality: | dollar |
| Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 9289.63 |
| Total net P/L: | -710.37 | Total ROI: | -7.10 % |
| CAGR: | -1.42 % | Max. DD: | 29.33 % |
| System Score: | -0.006 | Sharpe Ratio: | 0.092 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 1620.21 | Comm.% P/L | 178.08 % |
| Total Transactions: | 1448 | Log. Linearity: | 16.437 % |
| Total | Long |
Short |
FCX | SCCO | |
|---|---|---|---|---|---|
| Total Profit/Loss | 909.84 | 295.83 | 614.01 | -3120.69 | 4030.53 |
| Total Profit | 27764.83 | 13286.83 | 14478.00 | 49399.71 | 46945.24 |
| Total Loss | 26854.99 | 12991.00 | 13863.99 | 52520.40 | 42914.72 |
| Profit Factor | 1.03 | 1.02 | 1.04 | 0.94 | 1.09 |
| Trades | 362 | 183 | 179 | 362 | 362 |
| Winning Trades | 222 | 109 | 113 | 189 | 188 |
| Losing Trades | 140 | 74 | 66 | 173 | 174 |
| % Profitable | 61.00 | 59.00 | 63.00 | 52.00 | 51.00 |
| Profit/Loss Per Trade % | 0.03 | 0.03 | 0.02 | -0.15 | 0.06 |
| Profit Per Trade % | 1.32 | 1.31 | 1.34 | 2.75 | 2.60 |
| Loss Per Trade % | 1.95 | 1.79 | 2.14 | 3.13 | 2.55 |
| Days In Trade | 1077 | 541 | 536 | 1077 | 1077 |
| Days In Trade (Avg. Per Trade) | 2.98 | 2.96 | 2.99 | 2.98 | 2.98 |
| % Days In Trade | 57.29 | 28.78 | 28.51 | 57.29 | 57.29 |