Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
V | Visa Inc. Class A | Financial Services | Credit Services | 560961 | 0.0076 | 275.02 | 5693771 |
MA | Mastercard Inc | Financial Services | Credit Services | 431463 | 0.0057 | 462.5 | 2427587 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 20000.00 | Final Equity: | 20644.14 |
Total net P/L: | 644.14 | Total ROI: | 3.22 % |
CAGR: | 3.22 % | Max. DD: | 8.21 % |
System Score: | 0.092 | Sharpe Ratio: | 0.356 |
Start Date: | 2019-10-01 | End Date: | 2020-09-30 |
Total days: | 365 | ||
Commissions: | 56.00 | Comm.% P/L | 8.00 % |
Total Transactions: | 56 | Log. Linearity: | 30.543 % |
Total | Long | Short | V | MA | |
---|---|---|---|---|---|
Total Profit/Loss | 700.14 | 54.75 | 645.39 | 2399.58 | -1699.44 |
Total Profit | 2662.54 | 1626.00 | 1036.54 | 4700.34 | 3890.15 |
Total Loss | 1962.40 | 1571.25 | 391.15 | 2300.76 | 5589.59 |
Profit Factor | 1.36 | 1.03 | 2.65 | 2.04 | 0.70 |
Trades | 14 | 9 | 5 | 14 | 14 |
Winning Trades | 8 | 4 | 4 | 4 | 8 |
Losing Trades | 6 | 5 | 1 | 10 | 6 |
% Profitable | 57.00 | 44.00 | 80.00 | 28.00 | 57.00 |
Profit/Loss Per Trade % | 0.25 | 0.03 | 0.63 | 0.74 | -0.75 |
Profit Per Trade % | 1.65 | 2.02 | 1.28 | 5.60 | 2.40 |
Loss Per Trade % | 1.57 | 1.51 | 1.92 | 1.13 | 4.38 |
Days In Trade | 146 | 94 | 52 | 146 | 146 |
Days In Trade (Avg. Per Trade) | 10.43 | 10.44 | 10.40 | 10.43 | 10.43 |
% Days In Trade | 40.00 | 25.75 | 14.25 | 40.00 | 40.00 |