Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
V | Visa Inc. Class A | Financial Services | Credit Services | 607645 | 0.0075 | 313.79 | 7202581 |
MA | Mastercard Inc | Financial Services | Credit Services | 490535 | 0.0049 | 534.45 | 2448001 |
Entry Threshold: | 0.50 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 10000.00 | Final Equity: | 13626.42 |
Total net P/L: | 3626.42 | Total ROI: | 36.26 % |
CAGR: | 5.45 % | Max. DD: | 17.05 % |
System Score: | 1.436 | Sharpe Ratio: | 1.288 |
Start Date: | 2019-01-02 | End Date: | 2024-10-31 |
Total days: | 2129 | ||
Commissions: | 816.00 | Comm.% P/L | 18.37 % |
Total Transactions: | 816 | Log. Linearity: | 64.111 % |
Total | Long | Short | V | MA | |
---|---|---|---|---|---|
Total Profit/Loss | 4442.42 | 646.05 | 3796.37 | 3838.36 | 604.06 |
Total Profit | 18310.05 | 9219.10 | 9090.95 | 29095.02 | 31762.67 |
Total Loss | 13867.63 | 8573.05 | 5294.58 | 25256.66 | 31158.61 |
Profit Factor | 1.32 | 1.08 | 1.72 | 1.15 | 1.02 |
Trades | 204 | 105 | 99 | 204 | 204 |
Winning Trades | 153 | 79 | 74 | 109 | 108 |
Losing Trades | 51 | 26 | 25 | 95 | 96 |
% Profitable | 75.00 | 75.00 | 74.00 | 53.00 | 52.00 |
Profit/Loss Per Trade % | 0.18 | 0.06 | 0.32 | 0.16 | -0.05 |
Profit Per Trade % | 0.94 | 0.91 | 0.97 | 2.11 | 2.27 |
Loss Per Trade % | 2.00 | 2.43 | 1.55 | 2.02 | 2.52 |
Days In Trade | 1696 | 924 | 772 | 1696 | 1696 |
Days In Trade (Avg. Per Trade) | 8.31 | 8.80 | 7.80 | 8.31 | 8.31 |
% Days In Trade | 79.66 | 43.40 | 36.26 | 79.66 | 79.66 |