| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MA | Mastercard Inc | Financial Services | Credit Services | 518604 | 0.0051 | 573.67 | 2769240 |
| V | Visa Inc. Class A | Financial Services | Credit Services | 674244 | 0.0068 | 347.38 | 6416288 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 10000.00 | Final Equity: | 10186.94 |
| Total net P/L: | 186.94 | Total ROI: | 1.87 % |
| CAGR: | 2.12 % | Max. DD: | 9.00 % |
| System Score: | 0.002 | Sharpe Ratio: | 0.221 |
| Start Date: | 2020-01-02 | End Date: | 2020-11-20 |
| Total days: | 323 | ||
| Commissions: | 56.00 | Comm.% P/L | 23.05 % |
| Total Transactions: | 56 | Log. Linearity: | 9.827 % |
| Total | Long |
Short |
MA | V | |
|---|---|---|---|---|---|
| Total Profit/Loss | 242.94 | 16.10 | 226.84 | -1508.09 | 1751.03 |
| Total Profit | 1462.64 | 585.48 | 877.16 | 2312.01 | 3504.05 |
| Total Loss | 1219.70 | 569.38 | 650.32 | 3820.10 | 1753.02 |
| Profit Factor | 1.20 | 1.03 | 1.35 | 0.61 | 2.00 |
| Trades | 14 | 5 | 9 | 14 | 14 |
| Winning Trades | 9 | 3 | 6 | 7 | 7 |
| Losing Trades | 5 | 2 | 3 | 7 | 7 |
| % Profitable | 64.00 | 60.00 | 66.00 | 50.00 | 50.00 |
| Profit/Loss Per Trade % | 0.17 | 0.04 | 0.25 | -1.28 | 1.01 |
| Profit Per Trade % | 1.57 | 1.92 | 1.40 | 3.17 | 4.59 |
| Loss Per Trade % | 2.29 | 2.72 | 2.00 | 4.90 | 2.38 |
| Days In Trade | 144 | 51 | 93 | 144 | 144 |
| Days In Trade (Avg. Per Trade) | 10.29 | 10.20 | 10.33 | 10.29 | 10.29 |
| % Days In Trade | 44.58 | 15.79 | 28.79 | 44.58 | 44.58 |