| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MA | Mastercard Inc | Financial Services | Credit Services | 441527 | 0.0064 | 499.7 | 3200207 |
| V | Visa Inc. Class A | Financial Services | Credit Services | 632596 | 0.008 | 329.91 | 6866008 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| Ve: | auto | Neutrality: | dollar | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 10307.94 |
| Total net P/L: | 307.94 | Total ROI: | 3.08 % |
| CAGR: | 2.23 % | Max. DD: | 4.49 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.558 |
| Start Date: | 2025-01-02 | End Date: | 2026-05-19 |
| Total days: | 502 | ||
| Commissions: | 392.00 | Comm.% P/L | 56.00 % |
| Total Transactions: | 392 | Log. Linearity: | 1.937 % |
| Total | Long |
Short |
MA | V | |
|---|---|---|---|---|---|
| Total Profit/Loss | 699.94 | 155.62 | 544.32 | -476.46 | 1176.40 |
| Total Profit | 2078.29 | 932.10 | 1146.19 | 3286.98 | 3874.77 |
| Total Loss | 1378.35 | 776.48 | 601.87 | 3763.44 | 2698.37 |
| Profit Factor | 1.51 | 1.20 | 1.90 | 0.87 | 1.44 |
| Trades | 98 | 52 | 46 | 98 | 98 |
| Winning Trades | 65 | 31 | 34 | 52 | 53 |
| Losing Trades | 33 | 21 | 12 | 46 | 45 |
| % Profitable | 66.00 | 59.00 | 73.00 | 53.00 | 54.00 |
| Profit/Loss Per Trade % | 0.07 | 0.03 | 0.12 | -0.05 | 0.11 |
| Profit Per Trade % | 0.32 | 0.30 | 0.33 | 0.62 | 0.72 |
| Loss Per Trade % | 0.41 | 0.36 | 0.49 | 0.80 | 0.59 |
| Days In Trade | 406 | 236 | 170 | 406 | 406 |
| Days In Trade (Avg. Per Trade) | 4.14 | 4.54 | 3.70 | 4.14 | 4.14 |
| % Days In Trade | 80.88 | 47.01 | 33.86 | 80.88 | 80.88 |