Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MA | Mastercard Inc | Financial Services | Credit Services | 479429 | 0.0058 | 523.14 | 2489872 |
V | Visa Inc. Class A | Financial Services | Credit Services | 612467 | 0.0075 | 317.25 | 7250142 |
Entry Threshold: | 2.00 | 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: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 7505.87 |
Total net P/L: | -2494.13 | Total ROI: | -24.94 % |
CAGR: | -5.58 % | Max. DD: | 59.46 % |
System Score: | -0.101 | Sharpe Ratio: | 0.304 |
Start Date: | 2020-01-02 | End Date: | 2024-12-31 |
Total days: | 1825 | ||
Commissions: | 338.37 | Comm.% P/L | 15.70 % |
Total Transactions: | 296 | Log. Linearity: | 26.244 % |
Total | Long | Short | MA | V | |
---|---|---|---|---|---|
Total Profit/Loss | -2155.76 | 844.00 | -2999.76 | -1355.96 | -799.80 |
Total Profit | 34608.80 | 15463.19 | 19145.61 | 65172.77 | 52913.77 |
Total Loss | 36764.56 | 14619.19 | 22145.37 | 66528.73 | 53713.57 |
Profit Factor | 0.94 | 1.06 | 0.86 | 0.98 | 0.99 |
Trades | 74 | 34 | 40 | 74 | 74 |
Winning Trades | 47 | 22 | 25 | 39 | 37 |
Losing Trades | 27 | 12 | 15 | 35 | 37 |
% Profitable | 63.00 | 64.00 | 62.00 | 52.00 | 50.00 |
Profit/Loss Per Trade % | -0.34 | 0.20 | -0.80 | 0.00 | -2.12 |
Profit Per Trade % | 6.83 | 6.92 | 6.75 | 15.14 | 11.75 |
Loss Per Trade % | 10.69 | 10.08 | 11.18 | 14.67 | 12.80 |
Days In Trade | 874 | 390 | 484 | 874 | 874 |
Days In Trade (Avg. Per Trade) | 11.81 | 11.47 | 12.10 | 11.81 | 11.81 |
% Days In Trade | 47.89 | 21.37 | 26.52 | 47.89 | 47.89 |