Model: | Residual |
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 | 272.69 | 5643138 |
AXP | American Express Company | Financial Services | Credit Services | 157213 | 0.0128 | 217.67 | 2992834 |
Entry Threshold: | 1.70 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Regression Per: | 20 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 1000.00 | Final Equity: | 1106.82 |
Total net P/L: | 106.82 | Total ROI: | 10.68 % |
CAGR: | 14.76 % | Max. DD: | 8.21 % |
System Score: | 8.402 | Sharpe Ratio: | 0.807 |
Start Date: | 2021-01-04 | End Date: | 2021-09-30 |
Total days: | 269 | ||
Commissions: | 56.00 | Comm.% P/L | 34.39 % |
Total Transactions: | 56 | Log. Linearity: | 82.869 % |
Total | Long | Short | V | AXP | |
---|---|---|---|---|---|
Total Profit/Loss | 162.82 | 53.48 | 109.34 | 334.43 | -171.61 |
Total Profit | 219.89 | 110.55 | 109.34 | 382.07 | 177.96 |
Total Loss | 57.07 | 57.07 | 0.00 | 47.64 | 349.57 |
Profit Factor | 3.85 | 1.94 | 0.00 | 8.02 | 0.51 |
Trades | 14 | 9 | 5 | 14 | 14 |
Winning Trades | 11 | 6 | 5 | 11 | 6 |
Losing Trades | 3 | 3 | 0 | 3 | 8 |
% Profitable | 78.00 | 66.00 | 100.00 | 78.00 | 42.00 |
Profit/Loss Per Trade % | 1.12 | 0.54 | 2.18 | 2.36 | -1.34 |
Profit Per Trade % | 1.94 | 1.75 | 2.18 | 3.46 | 2.83 |
Loss Per Trade % | 1.83 | 1.83 | 0.00 | 1.57 | 4.34 |
Days In Trade | 144 | 80 | 64 | 144 | 144 |
Days In Trade (Avg. Per Trade) | 10.29 | 8.89 | 12.80 | 10.29 | 10.29 |
% Days In Trade | 53.53 | 29.74 | 23.79 | 53.53 | 53.53 |