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: | 30 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | EMA | StdDev Period: | 20 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10800.46 |
Total net P/L: | 800.46 | Total ROI: | 8.00 % |
CAGR: | 1.55 % | Max. DD: | 44.48 % |
System Score: | 0.000 | Sharpe Ratio: | 0.476 |
Start Date: | 2020-01-02 | End Date: | 2024-12-31 |
Total days: | 1825 | ||
Commissions: | 208.72 | Comm.% P/L | 20.68 % |
Total Transactions: | 208 | Log. Linearity: | 5.898 % |
Total | Long | Short | MA | V | |
---|---|---|---|---|---|
Total Profit/Loss | 1009.18 | 2680.66 | -1671.48 | 14893.17 | -13883.99 |
Total Profit | 15967.90 | 8426.22 | 7541.68 | 40088.35 | 23544.02 |
Total Loss | 14958.72 | 5745.56 | 9213.16 | 25195.18 | 37428.01 |
Profit Factor | 1.07 | 1.47 | 0.82 | 1.59 | 0.63 |
Trades | 52 | 24 | 28 | 52 | 52 |
Winning Trades | 34 | 17 | 17 | 32 | 24 |
Losing Trades | 18 | 7 | 11 | 20 | 28 |
% Profitable | 65.00 | 70.00 | 60.00 | 61.00 | 46.00 |
Profit/Loss Per Trade % | 0.19 | 1.14 | -0.62 | 1.65 | -3.42 |
Profit Per Trade % | 4.46 | 4.88 | 4.04 | 11.23 | 8.54 |
Loss Per Trade % | 7.11 | 6.99 | 7.18 | 10.48 | 11.73 |
Days In Trade | 900 | 396 | 504 | 900 | 900 |
Days In Trade (Avg. Per Trade) | 17.31 | 16.50 | 18.00 | 17.31 | 17.31 |
% Days In Trade | 49.32 | 21.70 | 27.62 | 49.32 | 49.32 |