Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BA | The Boeing Company | Industrials | Aerospace & Defense | 100880 | 164.33 | 7197666 | |
UAL | United Airlines Holdings Inc | Industrials | Airlines | 17318 | 52.67 | 8442194 |
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: | 20000.00 | Final Equity: | 43925.80 |
Total net P/L: | 23925.80 | Total ROI: | 119.63 % |
CAGR: | 64.21 % | Max. DD: | 15.33 % |
System Score: | 27.699 | Sharpe Ratio: | 1.954 |
Start Date: | 2019-03-01 | End Date: | 2020-09-30 |
Total days: | 579 | ||
Commissions: | 180.79 | Comm.% P/L | 0.75 % |
Total Transactions: | 92 | Log. Linearity: | 75.559 % |
Total | Long | Short | BA | UAL | |
---|---|---|---|---|---|
Total Profit/Loss | 24106.59 | 4799.73 | 19306.86 | -12759.75 | 36866.34 |
Total Profit | 33232.19 | 11873.48 | 21358.71 | 16390.46 | 48598.31 |
Total Loss | 9125.60 | 7073.75 | 2051.85 | 29150.21 | 11731.97 |
Profit Factor | 3.64 | 1.68 | 10.41 | 0.56 | 4.14 |
Trades | 23 | 12 | 11 | 23 | 23 |
Winning Trades | 17 | 8 | 9 | 12 | 12 |
Losing Trades | 6 | 4 | 2 | 11 | 11 |
% Profitable | 73.00 | 66.00 | 81.00 | 52.00 | 52.00 |
Profit/Loss Per Trade % | 3.51 | 1.40 | 5.86 | -2.02 | 3.96 |
Profit Per Trade % | 6.77 | 5.14 | 8.24 | 5.89 | 12.84 |
Loss Per Trade % | 5.09 | 5.61 | 4.06 | 8.34 | 4.61 |
Days In Trade | 307 | 164 | 143 | 307 | 307 |
Days In Trade (Avg. Per Trade) | 13.35 | 13.67 | 13.00 | 13.35 | 13.35 |
% Days In Trade | 53.02 | 28.32 | 24.70 | 53.02 | 53.02 |