| Model: | Kalman |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| V | Visa Inc. Class A | Financial Services | Credit Services | 677059 | 0.0073 | 355.14 | 7434965 |
| MA | Mastercard Inc | Financial Services | Credit Services | 475386 | 0.0061 | 535.21 | 3438334 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| δ: | 0.0001 | Ve: | 0.001 | Neutrality: | dollar |
| Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 11877.65 |
| Total net P/L: | 1877.65 | Total ROI: | 18.78 % |
| CAGR: | 3.19 % | Max. DD: | 7.20 % |
| System Score: | 1.268 | Sharpe Ratio: | 1.311 |
| Start Date: | 2021-01-04 | End Date: | 2026-06-30 |
| Total days: | 2003 | ||
| Commissions: | 392.00 | Comm.% P/L | 17.27 % |
| Total Transactions: | 392 | Log. Linearity: | 73.564 % |
| Total | Long |
Short |
V | MA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2269.65 | 1219.01 | 1050.64 | 5283.93 | -3014.28 |
| Total Profit | 6272.84 | 3235.34 | 3037.50 | 11281.67 | 8542.11 |
| Total Loss | 4003.19 | 2016.33 | 1986.86 | 5997.74 | 11556.39 |
| Profit Factor | 1.57 | 1.60 | 1.53 | 1.88 | 0.74 |
| Trades | 98 | 46 | 52 | 98 | 98 |
| Winning Trades | 69 | 35 | 34 | 59 | 42 |
| Losing Trades | 29 | 11 | 18 | 39 | 56 |
| % Profitable | 70.00 | 76.00 | 65.00 | 60.00 | 42.00 |
| Profit/Loss Per Trade % | 0.21 | 0.24 | 0.18 | 0.48 | -0.32 |
| Profit Per Trade % | 0.84 | 0.85 | 0.82 | 1.76 | 1.86 |
| Loss Per Trade % | 1.24 | 1.65 | 1.00 | 1.40 | 1.89 |
| Days In Trade | 269 | 121 | 148 | 269 | 269 |
| Days In Trade (Avg. Per Trade) | 2.74 | 2.63 | 2.85 | 2.74 | 2.74 |
| % Days In Trade | 13.43 | 6.04 | 7.39 | 13.43 | 13.43 |