Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAL | American Airlines Group | Industrials | Airlines | 9317 | 14.13 | 32404143 | |
UAL | United Airlines Holdings Inc | Industrials | Airlines | 17318 | 53.51 | 8464683 |
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 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 8901.98 |
Total net P/L: | -1098.02 | Total ROI: | -10.98 % |
CAGR: | -16.09 % | Max. DD: | 42.80 % |
System Score: | -0.000 | Sharpe Ratio: | -0.065 |
Start Date: | 2020-01-02 | End Date: | 2020-08-31 |
Total days: | 242 | ||
Commissions: | 84.27 | Comm.% P/L | 8.31 % |
Total Transactions: | 36 | Log. Linearity: | 2.328 % |
Total | Long | Short | AAL | UAL | |
---|---|---|---|---|---|
Total Profit/Loss | -1013.75 | -57.47 | -956.28 | -3479.82 | 2466.07 |
Total Profit | 1326.80 | 525.31 | 801.49 | 2323.62 | 5096.12 |
Total Loss | 2340.55 | 582.78 | 1757.77 | 5803.44 | 2630.05 |
Profit Factor | 0.57 | 0.90 | 0.46 | 0.40 | 1.94 |
Trades | 9 | 4 | 5 | 9 | 9 |
Winning Trades | 5 | 2 | 3 | 4 | 7 |
Losing Trades | 4 | 2 | 2 | 5 | 2 |
% Profitable | 55.00 | 50.00 | 60.00 | 44.00 | 77.00 |
Profit/Loss Per Trade % | -1.18 | -0.11 | -2.02 | -5.49 | 2.02 |
Profit Per Trade % | 3.14 | 3.16 | 3.12 | 6.35 | 7.99 |
Loss Per Trade % | 6.14 | 3.25 | 9.12 | 12.54 | 14.41 |
Days In Trade | 114 | 59 | 55 | 114 | 114 |
Days In Trade (Avg. Per Trade) | 12.67 | 14.75 | 11.00 | 12.67 | 12.67 |
% Days In Trade | 47.11 | 24.38 | 22.73 | 47.11 | 47.11 |