Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
V | Visa Inc. Class A | Financial Services | Credit Services | 681691 | 0.0067 | 355.26 | 6828895 |
MA | Mastercard Inc | Financial Services | Credit Services | 525117 | 0.0053 | 578.27 | 2620333 |
Entry Threshold: | 2.00 | Exit Threshold: | 1.00 | ||
Max Duration: | 60 | Entry Mode: | Simple | Reversals: | |
Regression Per: | 180 | ||||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.10 / 0.10 |
Initial Capital: | 1000.00 | Final Equity: | 1276.29 |
Total net P/L: | 276.29 | Total ROI: | 27.63 % |
CAGR: | 25.80 % | Max. DD: | 13.43 % |
System Score: | 6.873 | Sharpe Ratio: | 0.967 |
Start Date: | 2022-01-03 | End Date: | 2023-01-26 |
Total days: | 388 | ||
Commissions: | 8.00 | Comm.% P/L | 2.81 % |
Total Transactions: | 8 | Log. Linearity: | 64.346 % |
Total | ![]() |
![]() |
V | MA | |
---|---|---|---|---|---|
Total Profit/Loss | 284.29 | 125.03 | 159.26 | 81.34 | 202.95 |
Total Profit | 284.29 | 125.03 | 159.26 | 155.32 | 233.24 |
Total Loss | 0.00 | 0.00 | 0.00 | 73.98 | 30.29 |
Profit Factor | 0.00 | 0.00 | 0.00 | 2.10 | 7.70 |
Trades | 2 | 1 | 1 | 2 | 2 |
Winning Trades | 2 | 1 | 1 | 1 | 1 |
Losing Trades | 0 | 0 | 0 | 1 | 1 |
% Profitable | 100.00 | 100.00 | 100.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | 13.38 | 12.53 | 14.23 | 3.89 | 8.25 |
Profit Per Trade % | 13.38 | 12.53 | 14.23 | 15.56 | 20.84 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 6.61 | 3.04 |
Days In Trade | 38 | 33 | 5 | 38 | 38 |
Days In Trade (Avg. Per Trade) | 19.00 | 33.00 | 5.00 | 19.00 | 19.00 |
% Days In Trade | 9.79 | 8.51 | 1.29 | 9.79 | 9.79 |