Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
V | Visa Inc. Class A | Financial Services | Credit Services | 557372 | 0.0077 | 272.69 | 5643138 |
MA | Mastercard Inc | Financial Services | Credit Services | 428934 | 0.0057 | 460.16 | 2418933 |
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: | 1000.00 | Final Equity: | 793.61 |
Total net P/L: | -206.39 | Total ROI: | -20.64 % |
CAGR: | -4.18 % | Max. DD: | 28.73 % |
System Score: | -3.429 | Sharpe Ratio: | -1.133 |
Start Date: | 2015-01-02 | End Date: | 2020-05-29 |
Total days: | 1974 | ||
Commissions: | 308.00 | Comm.% P/L | 303.12 % |
Total Transactions: | 308 | Log. Linearity: | 93.581 % |
Total | Long | Short | V | MA | |
---|---|---|---|---|---|
Total Profit/Loss | 101.61 | -36.50 | 138.11 | 34.98 | 66.63 |
Total Profit | 511.06 | 202.37 | 308.69 | 794.15 | 871.01 |
Total Loss | 409.45 | 238.87 | 170.58 | 759.17 | 804.38 |
Profit Factor | 1.25 | 0.85 | 1.81 | 1.05 | 1.08 |
Trades | 77 | 39 | 38 | 77 | 77 |
Winning Trades | 49 | 21 | 28 | 41 | 43 |
Losing Trades | 28 | 18 | 10 | 36 | 34 |
% Profitable | 63.00 | 53.00 | 73.00 | 53.00 | 55.00 |
Profit/Loss Per Trade % | 0.17 | -0.11 | 0.45 | 0.00 | 0.05 |
Profit Per Trade % | 1.22 | 1.13 | 1.29 | 2.23 | 2.36 |
Loss Per Trade % | 1.62 | 1.51 | 1.82 | 2.43 | 2.68 |
Days In Trade | 932 | 548 | 384 | 932 | 932 |
Days In Trade (Avg. Per Trade) | 12.10 | 14.05 | 10.11 | 12.10 | 12.10 |
% Days In Trade | 47.21 | 27.76 | 19.45 | 47.21 | 47.21 |