Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BA | The Boeing Company | Industrials | Aerospace & Defense | 117115 | 191.95 | 7002916 | |
UAL | United Airlines Holdings Inc | Industrials | Airlines | 14899 | 47.24 | 7596435 |
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: | 37558.10 |
Total net P/L: | 17558.10 | Total ROI: | 87.79 % |
CAGR: | 87.79 % | Max. DD: | 15.33 % |
System Score: | 54.295 | Sharpe Ratio: | 1.704 |
Start Date: | 2019-10-01 | End Date: | 2020-09-30 |
Total days: | 365 | ||
Commissions: | 126.21 | Comm.% P/L | 0.71 % |
Total Transactions: | 60 | Log. Linearity: | 85.200 % |
Total | Long | Short | BA | UAL | |
---|---|---|---|---|---|
Total Profit/Loss | 17684.31 | 3173.74 | 14510.57 | -16042.90 | 33727.21 |
Total Profit | 24297.40 | 8032.98 | 16264.42 | 7656.84 | 39436.18 |
Total Loss | 6613.09 | 4859.24 | 1753.85 | 23699.74 | 5708.97 |
Profit Factor | 3.67 | 1.65 | 9.27 | 0.32 | 6.91 |
Trades | 15 | 7 | 8 | 15 | 15 |
Winning Trades | 11 | 5 | 6 | 6 | 10 |
Losing Trades | 4 | 2 | 2 | 9 | 5 |
% Profitable | 73.00 | 71.00 | 75.00 | 40.00 | 66.00 |
Profit/Loss Per Trade % | 4.32 | 1.71 | 6.66 | -4.84 | 7.10 |
Profit Per Trade % | 8.44 | 5.94 | 10.56 | 5.98 | 14.39 |
Loss Per Trade % | 6.08 | 8.14 | 4.06 | 9.53 | 5.51 |
Days In Trade | 208 | 102 | 106 | 208 | 208 |
Days In Trade (Avg. Per Trade) | 13.87 | 14.57 | 13.25 | 13.87 | 13.87 |
% Days In Trade | 56.99 | 27.95 | 29.04 | 56.99 | 56.99 |