| Model: | Kalman-auto |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AAPL | Apple Inc | Technology | Consumer Electronics | 3804705 | 0.004 | 258.86 | 49999778 |
| SMCI | Super Micro Computer Inc | Technology | Computer Hardware | 13241 | 22.05 | 33546284 |
| Usage Target: | 60.0 | Sigma: | 1.50 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| Ve: | 0.001 | Neutrality: | beta | ||
| 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: | 188.72 |
| Total net P/L: | -9811.28 | Total ROI: | -98.11 % |
| CAGR: | -53.13 % | Max. DD: | 98.52 % |
| System Score: | -42.218 | Sharpe Ratio: | -2.422 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 1764.09 | Comm.% P/L | 21.92 % |
| Total Transactions: | 1040 | Log. Linearity: | 92.621 % |
| Total | Long |
Short |
AAPL | SMCI | |
|---|---|---|---|---|---|
| Total Profit/Loss | -8047.20 | -3543.22 | -4503.98 | -2946.46 | -5100.73 |
| Total Profit | 15115.90 | 7466.22 | 7649.68 | 14331.03 | 8515.02 |
| Total Loss | 23163.10 | 11009.43 | 12153.66 | 17277.50 | 13615.75 |
| Profit Factor | 0.65 | 0.68 | 0.63 | 0.83 | 0.63 |
| Trades | 260 | 130 | 130 | 260 | 260 |
| Winning Trades | 161 | 82 | 79 | 136 | 136 |
| Losing Trades | 99 | 48 | 51 | 124 | 123 |
| % Profitable | 61.00 | 63.00 | 60.00 | 52.00 | 52.00 |
| Profit/Loss Per Trade % | -1.20 | -1.80 | -0.60 | -0.25 | -0.96 |
| Profit Per Trade % | 2.45 | 2.25 | 2.66 | 1.95 | 2.32 |
| Loss Per Trade % | 6.27 | 7.40 | 5.22 | 2.52 | 4.01 |
| Days In Trade | 873 | 417 | 456 | 873 | 873 |
| Days In Trade (Avg. Per Trade) | 3.36 | 3.21 | 3.51 | 3.36 | 3.36 |
| % Days In Trade | 45.66 | 21.81 | 23.85 | 45.66 | 45.66 |