Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAL | American Airlines Group | Industrials | Airlines | 9317 | 13.92 | 32230199 | |
JBLU | JetBlue Airways Corp | Industrials | Airlines | 2075 | 5.91 | 16734904 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | EMA | StdDev Period: | 20 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10166.97 |
Total net P/L: | 166.96 | Total ROI: | 1.67 % |
CAGR: | 2.88 % | Max. DD: | 25.02 % |
System Score: | 0.000 | Sharpe Ratio: | 0.189 |
Start Date: | 2020-06-01 | End Date: | 2020-12-31 |
Total days: | 213 | ||
Commissions: | 119.86 | Comm.% P/L | 41.79 % |
Total Transactions: | 28 | Log. Linearity: | 4.319 % |
Total | Long | Short | AAL | JBLU | |
---|---|---|---|---|---|
Total Profit/Loss | 286.82 | 24.16 | 262.66 | 1655.15 | -1368.33 |
Total Profit | 2263.05 | 1276.31 | 986.74 | 3581.29 | 2007.20 |
Total Loss | 1976.22 | 1252.14 | 724.08 | 1926.14 | 3375.53 |
Profit Factor | 1.15 | 1.02 | 1.36 | 1.86 | 0.59 |
Trades | 7 | 4 | 3 | 7 | 7 |
Winning Trades | 4 | 2 | 2 | 4 | 3 |
Losing Trades | 3 | 2 | 1 | 3 | 4 |
% Profitable | 57.00 | 50.00 | 66.00 | 57.00 | 42.00 |
Profit/Loss Per Trade % | 0.39 | 0.17 | 0.69 | 2.29 | -2.35 |
Profit Per Trade % | 5.27 | 5.96 | 4.57 | 8.54 | 5.73 |
Loss Per Trade % | 5.69 | 5.21 | 6.64 | 5.39 | 7.88 |
Days In Trade | 111 | 60 | 51 | 111 | 111 |
Days In Trade (Avg. Per Trade) | 15.86 | 15.00 | 17.00 | 15.86 | 15.86 |
% Days In Trade | 52.11 | 28.17 | 23.94 | 52.11 | 52.11 |