Model: | Kalman-auto |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
V | Visa Inc. Class A | Financial Services | Credit Services | 680008 | 0.0067 | 350.35 | 6474852 |
MA | Mastercard Inc | Financial Services | Credit Services | 533964 | 0.005 | 590.66 | 2755181 |
Usage Target: | 60.0 | Sigma: | 1.50 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Ve: | 0.001 | Neutrality: | dollar | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.2 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 17789.82 |
Total net P/L: | 7789.82 | Total ROI: | 77.90 % |
CAGR: | 10.87 % | Max. DD: | 10.66 % |
System Score: | 5.145 | Sharpe Ratio: | 2.425 |
Start Date: | 2020-01-02 | End Date: | 2025-07-31 |
Total days: | 2037 | ||
Commissions: | 1804.00 | Comm.% P/L | 18.80 % |
Total Transactions: | 1804 | Log. Linearity: | 77.924 % |
Total | ![]() |
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V | MA | |
---|---|---|---|---|---|
Total Profit/Loss | 9593.82 | 4406.61 | 5187.21 | 17691.97 | -8098.15 |
Total Profit | 27065.60 | 13663.61 | 13401.99 | 58268.64 | 50217.26 |
Total Loss | 17471.78 | 9257.00 | 8214.78 | 40576.67 | 58315.41 |
Profit Factor | 1.55 | 1.48 | 1.63 | 1.44 | 0.86 |
Trades | 451 | 225 | 226 | 451 | 451 |
Winning Trades | 320 | 161 | 159 | 263 | 229 |
Losing Trades | 131 | 64 | 67 | 188 | 222 |
% Profitable | 70.00 | 71.00 | 70.00 | 58.00 | 50.00 |
Profit/Loss Per Trade % | 0.16 | 0.15 | 0.17 | 0.25 | -0.17 |
Profit Per Trade % | 0.61 | 0.62 | 0.61 | 1.60 | 1.61 |
Loss Per Trade % | 0.94 | 1.03 | 0.86 | 1.58 | 1.89 |
Days In Trade | 1186 | 600 | 586 | 1186 | 1186 |
Days In Trade (Avg. Per Trade) | 2.63 | 2.67 | 2.59 | 2.63 | 2.63 |
% Days In Trade | 58.22 | 29.46 | 28.77 | 58.22 | 58.22 |