| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CVX | Chevron Corp | Energy | Oil & Gas Integrated | 365957 | 0.0369 | 186.56 | 10306798 |
| XOM | Exxon Mobil Corp | Energy | Oil & Gas Integrated | 638156 | 0.0263 | 153.04 | 18283712 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Ve: | auto | Neutrality: | dollar | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 5705.30 |
| Total net P/L: | -4294.70 | Total ROI: | -42.95 % |
| CAGR: | -9.58 % | Max. DD: | 46.73 % |
| System Score: | -6.212 | Sharpe Ratio: | -2.047 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 628.45 | Comm.% P/L | 17.14 % |
| Total Transactions: | 628 | Log. Linearity: | 86.552 % |
| Total | Long |
Short |
CVX | XOM | |
|---|---|---|---|---|---|
| Total Profit/Loss | -3666.25 | -2833.92 | -832.33 | 56.10 | -3722.35 |
| Total Profit | 5675.92 | 2422.50 | 3253.42 | 13871.28 | 12751.15 |
| Total Loss | 9342.17 | 5256.42 | 4085.75 | 13815.18 | 16473.50 |
| Profit Factor | 0.61 | 0.46 | 0.80 | 1.00 | 0.77 |
| Trades | 157 | 81 | 76 | 157 | 157 |
| Winning Trades | 103 | 51 | 52 | 76 | 81 |
| Losing Trades | 54 | 30 | 24 | 80 | 76 |
| % Profitable | 65.00 | 62.00 | 68.00 | 48.00 | 51.00 |
| Profit/Loss Per Trade % | -0.30 | -0.48 | -0.11 | -0.03 | -0.37 |
| Profit Per Trade % | 0.79 | 0.67 | 0.92 | 2.56 | 2.16 |
| Loss Per Trade % | 2.27 | 2.33 | 2.21 | 2.35 | 2.91 |
| Days In Trade | 1056 | 573 | 483 | 1056 | 1056 |
| Days In Trade (Avg. Per Trade) | 6.73 | 7.07 | 6.36 | 6.73 | 6.73 |
| % Days In Trade | 51.92 | 28.17 | 23.75 | 51.92 | 51.92 |