| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ASND | Ascendis Pharma AS | Healthcare | Biotechnology | 17740 | 265.57 | 669327 | |
| BAP | Credicorp Ltd | Financial Services | Banks - Regional | 31844 | 0.036 | 392.24 | 413253 |
| Entry Threshold: | 2.00 | Exit Threshold: | -1.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Ve: | auto | Neutrality: | dollar | ||
| Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
| Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 50000.00 | Final Equity: | 34.40 |
| Total net P/L: | -49965.60 | Total ROI: | -99.93 % |
| CAGR: | -67.40 % | Max. DD: | 102.27 % |
| System Score: | -21.710 | Sharpe Ratio: | -0.196 |
| Start Date: | 2020-01-02 | End Date: | 2026-06-30 |
| Total days: | 2371 | ||
| Commissions: | 442.37 | Comm.% P/L | 0.89 % |
| Total Transactions: | 196 | Log. Linearity: | 68.548 % |
| Total | Long |
Short |
ASND | BAP | |
|---|---|---|---|---|---|
| Total Profit/Loss | -49523.23 | 30834.32 | -80357.56 | -65997.94 | 16474.71 |
| Total Profit | 92884.47 | 48717.91 | 44166.56 | 67760.10 | 97725.80 |
| Total Loss | 142407.70 | 17883.59 | 124524.11 | 133758.04 | 81251.10 |
| Profit Factor | 0.65 | 2.72 | 0.35 | 0.51 | 1.20 |
| Trades | 49 | 25 | 24 | 49 | 49 |
| Winning Trades | 28 | 14 | 14 | 26 | 26 |
| Losing Trades | 21 | 11 | 10 | 23 | 23 |
| % Profitable | 57.00 | 56.00 | 58.00 | 53.00 | 53.00 |
| Profit/Loss Per Trade % | -12.57 | -8.11 | -16.97 | -10.70 | -4.28 |
| Profit Per Trade % | 14.59 | 14.99 | 14.18 | 12.89 | 15.66 |
| Loss Per Trade % | 27.73 | 20.03 | 36.76 | 21.66 | 18.04 |
| Days In Trade | 524 | 273 | 251 | 524 | 524 |
| Days In Trade (Avg. Per Trade) | 10.69 | 10.92 | 10.46 | 10.69 | 10.69 |
| % Days In Trade | 22.10 | 11.51 | 10.59 | 22.10 | 22.10 |