Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DAL | Delta Air Lines Inc | Industrials | Airlines | 30936 | 0.0083 | 49.88 | 9920558 |
AAL | American Airlines Group | Industrials | Airlines | 9317 | 14.13 | 32404143 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | 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: | 14582.76 |
Total net P/L: | 4582.77 | Total ROI: | 45.83 % |
CAGR: | 66.21 % | Max. DD: | 21.77 % |
System Score: | 31.106 | Sharpe Ratio: | 1.110 |
Start Date: | 2020-01-02 | End Date: | 2020-09-29 |
Total days: | 271 | ||
Commissions: | 94.23 | Comm.% P/L | 2.01 % |
Total Transactions: | 32 | Log. Linearity: | 77.737 % |
Total | Long | Short | DAL | AAL | |
---|---|---|---|---|---|
Total Profit/Loss | 4676.99 | 1997.35 | 2679.64 | -4446.97 | 9123.97 |
Total Profit | 6034.88 | 1997.35 | 4037.53 | 3970.72 | 12365.67 |
Total Loss | 1357.88 | 0.00 | 1357.88 | 8417.69 | 3241.70 |
Profit Factor | 4.44 | 0.00 | 2.97 | 0.47 | 3.81 |
Trades | 8 | 3 | 5 | 8 | 8 |
Winning Trades | 6 | 3 | 3 | 3 | 6 |
Losing Trades | 2 | 0 | 2 | 5 | 2 |
% Profitable | 75.00 | 100.00 | 60.00 | 37.00 | 75.00 |
Profit/Loss Per Trade % | 4.93 | 4.73 | 5.05 | -5.50 | 7.07 |
Profit Per Trade % | 8.32 | 4.73 | 12.04 | 11.45 | 16.66 |
Loss Per Trade % | 4.54 | 0.00 | 4.54 | 13.69 | 14.83 |
Days In Trade | 119 | 46 | 73 | 119 | 119 |
Days In Trade (Avg. Per Trade) | 14.88 | 15.33 | 14.60 | 14.88 | 14.88 |
% Days In Trade | 43.91 | 16.97 | 26.94 | 43.91 | 43.91 |