| Model: | Kalman-auto |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MCD | McDonald’s Corporation | Consumer Cyclical | Restaurants | 217698 | 0.0236 | 306.26 | 3250987 |
| SBUX | Starbucks Corporation | Consumer Cyclical | Restaurants | 112039 | 0.025 | 98.34 | 9342550 |
| 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: | 6532.23 |
| Total net P/L: | -3467.77 | Total ROI: | -34.68 % |
| CAGR: | -7.81 % | Max. DD: | 49.47 % |
| System Score: | -0.695 | Sharpe Ratio: | -0.479 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 1472.00 | Comm.% P/L | 73.76 % |
| Total Transactions: | 1472 | Log. Linearity: | 44.650 % |
| Total | Long |
Short |
MCD | SBUX | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1995.77 | -92.99 | -1902.78 | 2446.61 | -4442.38 |
| Total Profit | 20994.73 | 10875.42 | 10119.31 | 15425.45 | 20752.63 |
| Total Loss | 22990.51 | 10968.42 | 12022.09 | 12978.84 | 25195.01 |
| Profit Factor | 0.91 | 0.99 | 0.84 | 1.19 | 0.82 |
| Trades | 368 | 187 | 181 | 368 | 368 |
| Winning Trades | 238 | 125 | 113 | 201 | 195 |
| Losing Trades | 130 | 62 | 68 | 166 | 173 |
| % Profitable | 64.00 | 66.00 | 62.00 | 54.00 | 52.00 |
| Profit/Loss Per Trade % | -0.06 | 0.04 | -0.16 | 0.08 | -0.15 |
| Profit Per Trade % | 1.33 | 1.32 | 1.33 | 1.12 | 1.59 |
| Loss Per Trade % | 2.46 | 2.41 | 2.51 | 1.15 | 2.02 |
| Days In Trade | 1149 | 522 | 627 | 1149 | 1149 |
| Days In Trade (Avg. Per Trade) | 3.12 | 2.79 | 3.46 | 3.12 | 3.12 |
| % Days In Trade | 60.09 | 27.30 | 32.79 | 60.09 | 60.09 |