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 | 458505 | 0.0083 | 221.95 | 6516752 |
MA | Mastercard Inc | Financial Services | Credit Services | 337991 | 0.0065 | 354.57 | 2807462 |
Entry Threshold: | 2.00 | 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: | 486.61 |
Total net P/L: | -513.39 | Total ROI: | -51.34 % |
CAGR: | -49.22 % | Max. DD: | 59.15 % |
System Score: | -40.785 | Sharpe Ratio: | -1.481 |
Start Date: | 2022-01-03 | End Date: | 2023-01-26 |
Total days: | 388 | ||
Commissions: | 280.00 | Comm.% P/L | 119.97 % |
Total Transactions: | 280 | Log. Linearity: | 93.928 % |
Total | ![]() |
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V | MA | |
---|---|---|---|---|---|
Total Profit/Loss | -233.39 | 5.84 | -239.23 | -507.41 | 274.02 |
Total Profit | 671.44 | 363.71 | 307.73 | 2206.08 | 2597.83 |
Total Loss | 904.83 | 357.87 | 546.96 | 2713.49 | 2323.81 |
Profit Factor | 0.74 | 1.02 | 0.56 | 0.81 | 1.12 |
Trades | 70 | 37 | 33 | 70 | 70 |
Winning Trades | 39 | 22 | 17 | 34 | 36 |
Losing Trades | 31 | 15 | 16 | 36 | 34 |
% Profitable | 55.00 | 59.00 | 51.00 | 48.00 | 51.00 |
Profit/Loss Per Trade % | -0.38 | -0.06 | -0.74 | -1.21 | -0.79 |
Profit Per Trade % | 2.62 | 2.43 | 2.87 | 9.32 | 9.44 |
Loss Per Trade % | 3.83 | 3.45 | 4.18 | 9.52 | 9.61 |
Days In Trade | 212 | 109 | 103 | 212 | 212 |
Days In Trade (Avg. Per Trade) | 3.03 | 2.95 | 3.12 | 3.03 | 3.03 |
% Days In Trade | 54.64 | 28.09 | 26.55 | 54.64 | 54.64 |