| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| COIN | Coinbase Global Inc | Financial Services | Financial Data & Stock Exchanges | 43453 | 161.14 | 11537295 | |
| HOOD | Robinhood Markets Inc | Financial Services | Capital Markets | 59438 | 66.02 | 34819958 |
| 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: | 6512.52 |
| Total net P/L: | -3487.47 | Total ROI: | -34.87 % |
| CAGR: | -9.68 % | Max. DD: | 71.77 % |
| System Score: | -0.004 | Sharpe Ratio: | 0.234 |
| Start Date: | 2021-12-13 | End Date: | 2026-02-27 |
| Total days: | 1537 | ||
| Commissions: | 848.56 | Comm.% P/L | 32.16 % |
| Total Transactions: | 440 | Log. Linearity: | 7.271 % |
| Total | Long |
Short |
COIN | HOOD | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2638.91 | -3867.28 | 1228.36 | -13250.16 | 10611.24 |
| Total Profit | 26763.87 | 13174.73 | 13589.14 | 35318.75 | 37723.07 |
| Total Loss | 29402.78 | 17042.01 | 12360.78 | 48568.91 | 27111.83 |
| Profit Factor | 0.91 | 0.77 | 1.10 | 0.73 | 1.39 |
| Trades | 110 | 57 | 53 | 110 | 110 |
| Winning Trades | 82 | 42 | 40 | 67 | 46 |
| Losing Trades | 28 | 15 | 13 | 43 | 64 |
| % Profitable | 74.00 | 73.00 | 75.00 | 60.00 | 41.00 |
| Profit/Loss Per Trade % | -0.29 | -0.49 | -0.08 | -1.99 | 0.55 |
| Profit Per Trade % | 4.03 | 3.93 | 4.14 | 6.64 | 9.00 |
| Loss Per Trade % | 11.12 | 10.86 | 11.41 | 11.90 | 4.90 |
| Days In Trade | 770 | 399 | 371 | 770 | 770 |
| Days In Trade (Avg. Per Trade) | 7.00 | 7.00 | 7.00 | 7.00 | 7.00 |
| % Days In Trade | 50.10 | 25.96 | 24.14 | 50.10 | 50.10 |