| Model: | Kalman |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AEE | Ameren Corp | Utilities | Utilities - Regulated Electric | 30361 | 0.0267 | 109.67 | 1741712 |
| AEP | American Electric Power Co Inc | Utilities | Utilities - Regulated Electric | 68785 | 0.0299 | 126.35 | 3929220 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| δ: | 0.0001 | Ve: | 0.001 | Neutrality: | beta |
| Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
| Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
| Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.05 / 0.05 | |
| Initial Capital: | 20000.00 | Final Equity: | 10422.00 |
| Total net P/L: | -9578.00 | Total ROI: | -47.89 % |
| CAGR: | -11.04 % | Max. DD: | 66.29 % |
| System Score: | -4.204 | Sharpe Ratio: | -1.067 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 391.31 | Comm.% P/L | 4.26 % |
| Total Transactions: | 136 | Log. Linearity: | 72.483 % |
| Total | Long |
Short |
AEE | AEP | |
|---|---|---|---|---|---|
| Total Profit/Loss | -9186.69 | -7249.35 | -1937.34 | 2276.26 | -11462.95 |
| Total Profit | 6307.76 | 3441.04 | 2866.72 | 13013.40 | 8571.48 |
| Total Loss | 15494.45 | 10690.39 | 4804.06 | 10737.14 | 20034.43 |
| Profit Factor | 0.41 | 0.32 | 0.60 | 1.21 | 0.43 |
| Trades | 34 | 22 | 12 | 34 | 34 |
| Winning Trades | 19 | 12 | 7 | 22 | 15 |
| Losing Trades | 15 | 10 | 5 | 12 | 19 |
| % Profitable | 55.00 | 54.00 | 58.00 | 64.00 | 44.00 |
| Profit/Loss Per Trade % | -1.79 | -1.93 | -1.53 | 0.56 | -2.89 |
| Profit Per Trade % | 3.69 | 3.27 | 4.40 | 5.89 | 5.87 |
| Loss Per Trade % | 7.66 | 7.14 | 8.69 | 8.08 | 8.76 |
| Days In Trade | 101 | 64 | 37 | 101 | 101 |
| Days In Trade (Avg. Per Trade) | 2.97 | 2.91 | 3.08 | 2.97 | 2.97 |
| % Days In Trade | 4.97 | 3.15 | 1.82 | 4.97 | 4.97 |