Model: | Kalman-grid-v2 |
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: | 2.50 | Exit Threshold: | 1.00 | ||
Max Duration: | 60 | Entry Mode: | Simple | Reversals: | |
Ve: | auto | Neutrality: | beta | ||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.10 / 0.10 |
Initial Capital: | 1000.00 | Final Equity: | 668.72 |
Total net P/L: | -331.28 | Total ROI: | -33.13 % |
CAGR: | -31.51 % | Max. DD: | 43.31 % |
System Score: | -19.390 | Sharpe Ratio: | -0.842 |
Start Date: | 2022-01-03 | End Date: | 2023-01-26 |
Total days: | 388 | ||
Commissions: | 244.00 | Comm.% P/L | 279.56 % |
Total Transactions: | 244 | Log. Linearity: | 85.053 % |
Total | ![]() |
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V | MA | |
---|---|---|---|---|---|
Total Profit/Loss | -87.28 | 3.20 | -90.48 | -76.48 | -10.80 |
Total Profit | 628.60 | 318.78 | 309.82 | 2316.78 | 2353.13 |
Total Loss | 715.88 | 315.58 | 400.30 | 2393.26 | 2363.93 |
Profit Factor | 0.88 | 1.01 | 0.77 | 0.97 | 1.00 |
Trades | 61 | 32 | 29 | 61 | 61 |
Winning Trades | 36 | 19 | 17 | 30 | 30 |
Losing Trades | 25 | 13 | 12 | 31 | 31 |
% Profitable | 59.00 | 59.00 | 58.00 | 49.00 | 49.00 |
Profit/Loss Per Trade % | -0.10 | 0.02 | -0.23 | -0.41 | -1.22 |
Profit Per Trade % | 2.42 | 2.28 | 2.58 | 10.14 | 9.54 |
Loss Per Trade % | 3.41 | 3.04 | 3.82 | 9.16 | 9.80 |
Days In Trade | 181 | 92 | 89 | 181 | 181 |
Days In Trade (Avg. Per Trade) | 2.97 | 2.88 | 3.07 | 2.97 | 2.97 |
% Days In Trade | 46.65 | 23.71 | 22.94 | 46.65 | 46.65 |