| 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 | 639299 | 0.0077 | 331.58 | 6484678 |
| MA | Mastercard Inc | Financial Services | Credit Services | 490265 | 0.0057 | 548.74 | 2893220 |
| Usage Target: | 60.0 | Sigma: | 1.50 | ||
| Max Duration: | 61 | Entry Mode: | Simple | Reversals: | |
| Ve: | 1 | Neutrality: | dollar | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.2 | Bid-Ask 0.04 / 0.04 | |
| Initial Capital: | 10000.00 | Final Equity: | 41761.12 |
| Total net P/L: | 31761.12 | Total ROI: | 317.61 % |
| CAGR: | 9.94 % | Max. DD: | 18.89 % |
| System Score: | 7.792 | Sharpe Ratio: | 3.476 |
| Start Date: | 2011-01-03 | End Date: | 2026-01-30 |
| Total days: | 5506 | ||
| Commissions: | 2284.18 | Comm.% P/L | 6.71 % |
| Total Transactions: | 2192 | Log. Linearity: | 92.209 % |
| Total | Long |
Short |
V | MA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 34045.30 | 18529.81 | 15515.49 | 30491.77 | 3553.53 |
| Total Profit | 88896.09 | 46156.39 | 42739.70 | 157534.67 | 155413.92 |
| Total Loss | 54850.79 | 27626.58 | 27224.21 | 127042.90 | 151860.39 |
| Profit Factor | 1.62 | 1.67 | 1.57 | 1.24 | 1.02 |
| Trades | 548 | 292 | 256 | 548 | 548 |
| Winning Trades | 380 | 207 | 173 | 307 | 306 |
| Losing Trades | 168 | 85 | 83 | 241 | 241 |
| % Profitable | 69.00 | 70.00 | 67.00 | 56.00 | 55.00 |
| Profit/Loss Per Trade % | 0.28 | 0.28 | 0.28 | 0.19 | 0.00 |
| Profit Per Trade % | 0.94 | 0.88 | 1.00 | 1.97 | 1.96 |
| Loss Per Trade % | 1.18 | 1.15 | 1.21 | 1.99 | 2.35 |
| Days In Trade | 3255 | 1640 | 1615 | 3255 | 3255 |
| Days In Trade (Avg. Per Trade) | 5.94 | 5.62 | 6.31 | 5.94 | 5.94 |
| % Days In Trade | 59.12 | 29.79 | 29.33 | 59.12 | 59.12 |