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 | 271.37 | 5668860 |
MA | Mastercard Inc | Financial Services | Credit Services | 424186 | 0.0058 | 454.7 | 2422404 |
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: | 10000.00 | Final Equity: | 10605.35 |
Total net P/L: | 605.35 | Total ROI: | 6.05 % |
CAGR: | 6.12 % | Max. DD: | 8.18 % |
System Score: | 0.271 | Sharpe Ratio: | 0.691 |
Start Date: | 2019-06-03 | End Date: | 2020-05-29 |
Total days: | 361 | ||
Commissions: | 48.00 | Comm.% P/L | 7.35 % |
Total Transactions: | 48 | Log. Linearity: | 35.356 % |
Total | Long | Short | V | MA | |
---|---|---|---|---|---|
Total Profit/Loss | 653.35 | 188.83 | 464.52 | 1804.10 | -1150.75 |
Total Profit | 1183.92 | 519.39 | 664.53 | 2686.29 | 1386.38 |
Total Loss | 530.57 | 330.56 | 200.01 | 882.19 | 2537.13 |
Profit Factor | 2.23 | 1.57 | 3.32 | 3.05 | 0.55 |
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 % | 0.53 | 0.31 | 0.75 | 1.29 | -1.05 |
Profit Per Trade % | 1.27 | 1.26 | 1.29 | 3.50 | 1.92 |
Loss Per Trade % | 1.67 | 1.56 | 1.88 | 1.71 | 4.57 |
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 |