| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| V | Visa Inc. Class A | Financial Services | Credit Services | 671276 | 0.0071 | 347.83 | 6540138 |
| MA | Mastercard Inc | Financial Services | Credit Services | 517031 | 0.0054 | 571.93 | 2811888 |
| 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 |