| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| WIT | Wipro Limited ADR | Technology | Information Technology Services | 18498 | 0.1025 | 1.84 | 10958262 |
| JQC | Nuveen Credit Strategies Income Closed Fund | Financial Services | Asset Management | 811 | 0.1947 | 4.7605 | 821159 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Ve: | auto | Neutrality: | dollar | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 9632.80 |
| Total net P/L: | -367.20 | Total ROI: | -3.67 % |
| CAGR: | -0.68 % | Max. DD: | 28.44 % |
| System Score: | -0.108 | Sharpe Ratio: | 0.007 |
| Start Date: | 2021-01-04 | End Date: | 2026-06-30 |
| Total days: | 2003 | ||
| Commissions: | 2397.13 | Comm.% P/L | 118.09 % |
| Total Transactions: | 416 | Log. Linearity: | 54.169 % |
| Total | Long |
Short |
WIT | JQC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2029.93 | 1458.08 | 571.86 | 1680.23 | 349.70 |
| Total Profit | 8799.61 | 4627.28 | 4172.32 | 9197.12 | 3276.02 |
| Total Loss | 6769.68 | 3169.21 | 3600.47 | 7516.90 | 2926.32 |
| Profit Factor | 1.30 | 1.46 | 1.16 | 1.22 | 1.12 |
| Trades | 104 | 52 | 52 | 104 | 104 |
| Winning Trades | 68 | 31 | 37 | 67 | 54 |
| Losing Trades | 36 | 21 | 15 | 37 | 47 |
| % Profitable | 65.00 | 59.00 | 71.00 | 64.00 | 51.00 |
| Profit/Loss Per Trade % | 0.23 | 0.31 | 0.15 | 0.18 | 0.05 |
| Profit Per Trade % | 1.51 | 1.75 | 1.32 | 1.59 | 0.72 |
| Loss Per Trade % | 2.11 | 1.74 | 2.64 | 2.30 | 0.71 |
| Days In Trade | 1130 | 584 | 546 | 1130 | 1130 |
| Days In Trade (Avg. Per Trade) | 10.87 | 11.23 | 10.50 | 10.87 | 10.87 |
| % Days In Trade | 56.42 | 29.16 | 27.26 | 56.42 | 56.42 |