Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MA | Mastercard Inc | Financial Services | Credit Services | 449253 | 0.0055 | 481.57 | 2471948 |
V | Visa Inc. Class A | Financial Services | Credit Services | 573127 | 0.0075 | 279.08 | 5731594 |
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 |