Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
V | Visa Inc. Class A | Financial Services | Credit Services | 562718 | 0.0076 | 275.16 | 5714810 |
AXP | American Express Company | Financial Services | Credit Services | 172000 | 0.0117 | 237.1 | 3069986 |
Entry Threshold: | 1.70 | 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: | 1124.74 |
Total net P/L: | 124.74 | Total ROI: | 12.47 % |
CAGR: | 17.29 % | Max. DD: | 7.24 % |
System Score: | 8.703 | Sharpe Ratio: | 0.905 |
Start Date: | 2021-01-04 | End Date: | 2021-09-30 |
Total days: | 269 | ||
Commissions: | 48.00 | Comm.% P/L | 27.79 % |
Total Transactions: | 48 | Log. Linearity: | 79.544 % |
Total | Long | Short | V | AXP | |
---|---|---|---|---|---|
Total Profit/Loss | 172.74 | 89.30 | 83.44 | 130.95 | 41.79 |
Total Profit | 250.71 | 167.27 | 83.44 | 223.63 | 236.70 |
Total Loss | 77.97 | 77.97 | 0.00 | 92.68 | 194.91 |
Profit Factor | 3.22 | 2.15 | 0.00 | 2.41 | 1.21 |
Trades | 12 | 9 | 3 | 12 | 12 |
Winning Trades | 9 | 6 | 3 | 7 | 7 |
Losing Trades | 3 | 3 | 0 | 5 | 5 |
% Profitable | 75.00 | 66.00 | 100.00 | 58.00 | 58.00 |
Profit/Loss Per Trade % | 1.37 | 0.95 | 2.65 | 1.02 | 0.23 |
Profit Per Trade % | 2.70 | 2.72 | 2.65 | 3.10 | 3.28 |
Loss Per Trade % | 2.49 | 2.49 | 0.00 | 1.82 | 3.73 |
Days In Trade | 131 | 108 | 23 | 131 | 131 |
Days In Trade (Avg. Per Trade) | 10.92 | 12.00 | 7.67 | 10.92 | 10.92 |
% Days In Trade | 48.70 | 40.15 | 8.55 | 48.70 | 48.70 |