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: | 3.00 | 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: | 9505.22 |
Total net P/L: | -494.78 | Total ROI: | -4.95 % |
CAGR: | -1.01 % | Max. DD: | 43.85 % |
System Score: | -0.001 | Sharpe Ratio: | 0.237 |
Start Date: | 2020-01-02 | End Date: | 2024-12-31 |
Total days: | 1825 | ||
Commissions: | 112.49 | Comm.% P/L | 29.43 % |
Total Transactions: | 112 | Log. Linearity: | 11.007 % |
Total | Long | Short | MA | V | |
---|---|---|---|---|---|
Total Profit/Loss | -382.29 | 507.65 | -889.94 | 2152.45 | -2534.74 |
Total Profit | 8665.07 | 4275.94 | 4389.13 | 24989.93 | 21135.17 |
Total Loss | 9047.36 | 3768.29 | 5279.07 | 22837.48 | 23669.91 |
Profit Factor | 0.96 | 1.13 | 0.83 | 1.09 | 0.89 |
Trades | 28 | 11 | 17 | 28 | 28 |
Winning Trades | 18 | 6 | 12 | 18 | 12 |
Losing Trades | 10 | 5 | 5 | 10 | 15 |
% Profitable | 64.00 | 54.00 | 70.00 | 64.00 | 42.00 |
Profit/Loss Per Trade % | -0.14 | 0.30 | -0.43 | -1.12 | -3.45 |
Profit Per Trade % | 4.62 | 7.04 | 3.44 | 13.12 | 14.69 |
Loss Per Trade % | 8.01 | 7.10 | 8.94 | 18.55 | 14.78 |
Days In Trade | 568 | 230 | 338 | 568 | 568 |
Days In Trade (Avg. Per Trade) | 20.29 | 20.91 | 19.88 | 20.29 | 20.29 |
% Days In Trade | 31.12 | 12.60 | 18.52 | 31.12 | 31.12 |