Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BA | The Boeing Company | Industrials | Aerospace & Defense | 103734 | 169.18 | 7110719 | |
UAL | United Airlines Holdings Inc | Industrials | Airlines | 17765 | 54.03 | 8415920 |
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: | 40472.82 |
Total net P/L: | 20472.82 | Total ROI: | 102.36 % |
CAGR: | 236.57 % | Max. DD: | 12.97 % |
System Score: | 112.207 | Sharpe Ratio: | 2.037 |
Start Date: | 2020-03-02 | End Date: | 2020-09-30 |
Total days: | 212 | ||
Commissions: | 107.87 | Comm.% P/L | 0.52 % |
Total Transactions: | 36 | Log. Linearity: | 77.987 % |
Total | Long | Short | BA | UAL | |
---|---|---|---|---|---|
Total Profit/Loss | 20580.69 | 4031.80 | 16548.89 | -17480.74 | 38061.43 |
Total Profit | 23811.39 | 7248.40 | 16562.99 | 5313.33 | 40041.90 |
Total Loss | 3230.70 | 3216.60 | 14.10 | 22794.07 | 1980.47 |
Profit Factor | 7.37 | 2.25 | 1174.68 | 0.23 | 20.22 |
Trades | 9 | 4 | 5 | 9 | 9 |
Winning Trades | 7 | 3 | 4 | 3 | 7 |
Losing Trades | 2 | 1 | 1 | 6 | 2 |
% Profitable | 77.00 | 75.00 | 80.00 | 33.00 | 77.00 |
Profit/Loss Per Trade % | 8.18 | 3.77 | 11.85 | -7.88 | 13.37 |
Profit Per Trade % | 11.86 | 7.77 | 15.04 | 7.88 | 19.27 |
Loss Per Trade % | 3.63 | 7.36 | 0.03 | 12.38 | 4.82 |
Days In Trade | 109 | 54 | 55 | 109 | 109 |
Days In Trade (Avg. Per Trade) | 12.11 | 13.50 | 11.00 | 12.11 | 12.11 |
% Days In Trade | 51.42 | 25.47 | 25.94 | 51.42 | 51.42 |