Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
V | Visa Inc | Financial | NYSE | 281050 | 0.98 | 406.07 | 121.6 | 8900000 | 9450000 |
MA | Mastercard Inc | Financial | NYSE | 191930 | 1.18 | 921.28 | 170.68 | 4430000 | 4600000 |
Entry Threshold: | 3.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Ve: | auto | Neutrality: | dollar | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 13142.88 |
Total net P/L: | 3142.88 | Total ROI: | 31.43 % |
CAGR: | 9.55 % | Max. DD: | 14.62 % |
System Score: | 1.868 | Sharpe Ratio: | 1.438 |
Start Date: | 2013-12-02 | End Date: | 2016-11-30 |
Total days: | 1094 | ||
Commissions: | 686.52 | Comm.% P/L | 17.93 % |
Total Transactions: | 664 | Log. Linearity: | 58.055 % |
Total | ![]() |
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V | MA | |
---|---|---|---|---|---|
Total Profit/Loss | 3829.40 | 2947.04 | 882.36 | 3878.95 | -49.55 |
Total Profit | 12492.61 | 6466.04 | 6026.58 | 20945.28 | 19120.82 |
Total Loss | 8663.21 | 3519.00 | 5144.22 | 17066.33 | 19170.37 |
Profit Factor | 1.44 | 1.84 | 1.17 | 1.23 | 1.00 |
Trades | 166 | 83 | 83 | 166 | 166 |
Winning Trades | 118 | 58 | 60 | 85 | 96 |
Losing Trades | 48 | 25 | 23 | 81 | 69 |
% Profitable | 71.00 | 69.00 | 72.00 | 51.00 | 57.00 |
Profit/Loss Per Trade % | 0.20 | 0.29 | 0.11 | 0.13 | 0.01 |
Profit Per Trade % | 0.81 | 0.87 | 0.76 | 1.79 | 1.52 |
Loss Per Trade % | 1.29 | 1.04 | 1.56 | 1.56 | 1.99 |
Days In Trade | 830 | 386 | 444 | 830 | 830 |
Days In Trade (Avg. Per Trade) | 5.00 | 4.65 | 5.35 | 5.00 | 5.00 |
% Days In Trade | 75.87 | 35.28 | 40.59 | 75.87 | 75.87 |