| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AXP | American Express Company | Financial Services | Credit Services | 242267 | 0.0096 | 355.06 | 3090066 |
| V | Visa Inc. Class A | Financial Services | Credit Services | 677059 | 0.0073 | 356.02 | 7417723 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.00 / 0.00 | |
| Initial Capital: | 10000.00 | Final Equity: | 16927.65 |
| Total net P/L: | 6927.65 | Total ROI: | 69.28 % |
| CAGR: | 3.24 % | Max. DD: | 38.69 % |
| System Score: | 0.334 | Sharpe Ratio: | 1.094 |
| Start Date: | 2010-01-04 | End Date: | 2026-06-30 |
| Total days: | 6021 | ||
| Commissions: | 1120.88 | Comm.% P/L | 13.93 % |
| Total Transactions: | 964 | Log. Linearity: | 46.884 % |
| Total | Long |
Short |
AXP | V | |
|---|---|---|---|---|---|
| Total Profit/Loss | 8048.53 | 2556.06 | 5492.47 | 13584.34 | -5535.81 |
| Total Profit | 56795.32 | 29576.93 | 27218.40 | 67353.99 | 46336.49 |
| Total Loss | 48746.80 | 27020.87 | 21725.93 | 53769.65 | 51872.30 |
| Profit Factor | 1.17 | 1.09 | 1.25 | 1.25 | 0.89 |
| Trades | 241 | 125 | 116 | 241 | 241 |
| Winning Trades | 147 | 74 | 73 | 133 | 122 |
| Losing Trades | 94 | 51 | 43 | 108 | 119 |
| % Profitable | 60.00 | 59.00 | 62.00 | 55.00 | 50.00 |
| Profit/Loss Per Trade % | 0.26 | 0.13 | 0.39 | 0.32 | -0.21 |
| Profit Per Trade % | 2.90 | 3.06 | 2.73 | 3.70 | 2.83 |
| Loss Per Trade % | 3.64 | 3.86 | 3.38 | 3.49 | 3.16 |
| Days In Trade | 3034 | 1618 | 1416 | 3034 | 3034 |
| Days In Trade (Avg. Per Trade) | 12.59 | 12.94 | 12.21 | 12.59 | 12.59 |
| % Days In Trade | 50.39 | 26.87 | 23.52 | 50.39 | 50.39 |