Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
V | Visa Inc. Class A | Financial Services | Credit Services | 573127 | 0.0075 | 279.08 | 5731594 |
MA | Mastercard Inc | Financial Services | Credit Services | 449253 | 0.0055 | 481.57 | 2471948 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 1000.00 | Final Equity: | 1010.36 |
Total net P/L: | 10.36 | Total ROI: | 1.04 % |
CAGR: | 1.05 % | Max. DD: | 6.84 % |
System Score: | 0.002 | Sharpe Ratio: | 0.170 |
Start Date: | 2019-06-03 | End Date: | 2020-05-29 |
Total days: | 361 | ||
Commissions: | 48.00 | Comm.% P/L | 82.25 % |
Total Transactions: | 48 | Log. Linearity: | 11.320 % |
Total | Long | Short | V | MA | |
---|---|---|---|---|---|
Total Profit/Loss | 58.36 | 17.89 | 40.47 | 156.19 | -97.83 |
Total Profit | 94.80 | 45.46 | 49.34 | 233.94 | 114.81 |
Total Loss | 36.44 | 27.57 | 8.87 | 77.75 | 212.64 |
Profit Factor | 2.60 | 1.65 | 5.56 | 3.01 | 0.54 |
Trades | 12 | 6 | 6 | 12 | 12 |
Winning Trades | 9 | 4 | 5 | 7 | 7 |
Losing Trades | 3 | 2 | 1 | 5 | 5 |
% Profitable | 75.00 | 66.00 | 83.00 | 58.00 | 58.00 |
Profit/Loss Per Trade % | 0.48 | 0.30 | 0.67 | 1.20 | -0.94 |
Profit Per Trade % | 1.05 | 1.14 | 0.98 | 3.20 | 1.63 |
Loss Per Trade % | 1.20 | 1.35 | 0.88 | 1.54 | 4.04 |
Days In Trade | 138 | 75 | 63 | 138 | 138 |
Days In Trade (Avg. Per Trade) | 11.50 | 12.50 | 10.50 | 11.50 | 11.50 |
% Days In Trade | 38.23 | 20.78 | 17.45 | 38.23 | 38.23 |