Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DAL | Delta Air Lines Inc | Industrials | Airlines | 30878 | 0.0084 | 47.85 | 9953639 |
UAL | United Airlines Holdings Inc | Industrials | Airlines | 16907 | 51.42 | 8264201 |
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: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10105.41 |
Total net P/L: | 105.41 | Total ROI: | 1.05 % |
CAGR: | 1.28 % | Max. DD: | 12.68 % |
System Score: | 0.018 | Sharpe Ratio: | 0.145 |
Start Date: | 2020-01-02 | End Date: | 2020-10-30 |
Total days: | 302 | ||
Commissions: | 40.42 | Comm.% P/L | 27.72 % |
Total Transactions: | 40 | Log. Linearity: | 24.322 % |
Total | Long | Short | DAL | UAL | |
---|---|---|---|---|---|
Total Profit/Loss | 145.83 | 97.80 | 48.03 | 2699.18 | -2553.35 |
Total Profit | 1685.91 | 664.58 | 1021.33 | 4817.14 | 3118.46 |
Total Loss | 1540.08 | 566.78 | 973.30 | 2117.96 | 5671.81 |
Profit Factor | 1.09 | 1.17 | 1.05 | 2.27 | 0.55 |
Trades | 10 | 3 | 7 | 10 | 10 |
Winning Trades | 6 | 2 | 4 | 5 | 5 |
Losing Trades | 4 | 1 | 3 | 5 | 5 |
% Profitable | 60.00 | 66.00 | 57.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | 0.15 | 0.36 | 0.06 | 2.36 | -3.27 |
Profit Per Trade % | 2.89 | 3.46 | 2.61 | 9.53 | 6.39 |
Loss Per Trade % | 3.82 | 5.58 | 3.25 | 4.28 | 11.18 |
Days In Trade | 146 | 48 | 98 | 146 | 146 |
Days In Trade (Avg. Per Trade) | 14.60 | 16.00 | 14.00 | 14.60 | 14.60 |
% Days In Trade | 48.34 | 15.89 | 32.45 | 48.34 | 48.34 |