| Model: | Kalman-auto |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KLAC | KLA Corporation | Technology | Semiconductor Equipment & Materials | 314133 | 0.0031 | 240.48 | 10599531 |
| AMAT | Applied Materials Inc | Technology | Semiconductor Equipment & Materials | 467618 | 0.0033 | 588.97 | 7842624 |
| 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: | 8864.32 |
| Total net P/L: | -1135.68 | Total ROI: | -11.36 % |
| CAGR: | -3.48 % | Max. DD: | 26.65 % |
| System Score: | -0.003 | Sharpe Ratio: | -0.266 |
| Start Date: | 2023-01-02 | End Date: | 2026-05-29 |
| Total days: | 1243 | ||
| Commissions: | 1008.16 | Comm.% P/L | 790.57 % |
| Total Transactions: | 996 | Log. Linearity: | 9.284 % |
| Total | Long |
Short |
KLAC | AMAT | |
|---|---|---|---|---|---|
| Total Profit/Loss | -127.52 | -1099.97 | 972.45 | -1809.19 | 1681.67 |
| Total Profit | 13404.36 | 5861.35 | 7543.01 | 27939.03 | 31878.24 |
| Total Loss | 13531.88 | 6961.32 | 6570.56 | 29748.22 | 30196.58 |
| Profit Factor | 0.99 | 0.84 | 1.15 | 0.94 | 1.06 |
| Trades | 249 | 116 | 133 | 249 | 249 |
| Winning Trades | 153 | 73 | 80 | 127 | 132 |
| Losing Trades | 96 | 43 | 53 | 122 | 117 |
| % Profitable | 61.00 | 62.00 | 60.00 | 51.00 | 53.00 |
| Profit/Loss Per Trade % | -0.01 | -0.12 | 0.09 | -0.16 | 0.03 |
| Profit Per Trade % | 0.94 | 0.85 | 1.03 | 2.32 | 2.58 |
| Loss Per Trade % | 1.47 | 1.70 | 1.29 | 2.59 | 2.69 |
| Days In Trade | 742 | 342 | 400 | 742 | 742 |
| Days In Trade (Avg. Per Trade) | 2.98 | 2.95 | 3.01 | 2.98 | 2.98 |
| % Days In Trade | 59.69 | 27.51 | 32.18 | 59.69 | 59.69 |