| Model: | Kalman |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 3318691 | 0.003 | 274.34 | 35833697 |
| INTC | Intel Corporation | Technology | Semiconductors | 216556 | 43.13 | 104378333 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | 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: | 12520.99 |
| Total net P/L: | 2520.99 | Total ROI: | 25.21 % |
| CAGR: | 4.46 % | Max. DD: | 15.58 % |
| System Score: | 1.178 | Sharpe Ratio: | 1.008 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 143.90 | Comm.% P/L | 5.40 % |
| Total Transactions: | 120 | Log. Linearity: | 64.148 % |
| Total | Long |
Short |
GOOGL | INTC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2664.89 | 2236.96 | 427.92 | 1639.61 | 1025.28 |
| Total Profit | 6527.97 | 3247.33 | 3280.64 | 4176.61 | 5452.50 |
| Total Loss | 3863.08 | 1010.37 | 2852.71 | 2537.01 | 4427.22 |
| Profit Factor | 1.69 | 3.21 | 1.15 | 1.65 | 1.23 |
| Trades | 30 | 12 | 18 | 30 | 30 |
| Winning Trades | 22 | 10 | 12 | 19 | 15 |
| Losing Trades | 8 | 2 | 6 | 11 | 15 |
| % Profitable | 73.00 | 83.00 | 66.00 | 63.00 | 50.00 |
| Profit/Loss Per Trade % | 0.80 | 1.53 | 0.31 | 0.46 | 0.32 |
| Profit Per Trade % | 2.78 | 2.92 | 2.66 | 2.01 | 3.46 |
| Loss Per Trade % | 4.38 | 4.98 | 4.18 | 2.14 | 2.68 |
| Days In Trade | 81 | 20 | 61 | 81 | 81 |
| Days In Trade (Avg. Per Trade) | 2.70 | 1.67 | 3.39 | 2.70 | 2.70 |
| % Days In Trade | 4.31 | 1.06 | 3.24 | 4.31 | 4.31 |