Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DAL | Delta Air Lines Inc | Industrials | Airlines | 30436 | 0.0085 | 47.87 | 9947800 |
LUV | Southwest Airlines Company | Industrials | Airlines | 17417 | 0.0247 | 29.19 | 8035855 |
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: | 10188.32 |
Total net P/L: | 188.32 | Total ROI: | 1.88 % |
CAGR: | 2.28 % | Max. DD: | 14.28 % |
System Score: | 0.000 | Sharpe Ratio: | 0.206 |
Start Date: | 2020-01-02 | End Date: | 2020-10-30 |
Total days: | 302 | ||
Commissions: | 48.00 | Comm.% P/L | 20.31 % |
Total Transactions: | 48 | Log. Linearity: | 0.472 % |
Total | Long | Short | DAL | LUV | |
---|---|---|---|---|---|
Total Profit/Loss | 236.32 | -498.68 | 735.00 | 1661.03 | -1424.71 |
Total Profit | 1431.72 | 677.69 | 754.03 | 3359.57 | 891.77 |
Total Loss | 1195.40 | 1176.37 | 19.03 | 1698.54 | 2316.48 |
Profit Factor | 1.20 | 0.58 | 39.62 | 1.98 | 0.38 |
Trades | 12 | 7 | 5 | 12 | 12 |
Winning Trades | 8 | 4 | 4 | 10 | 5 |
Losing Trades | 4 | 3 | 1 | 2 | 7 |
% Profitable | 66.00 | 57.00 | 80.00 | 83.00 | 41.00 |
Profit/Loss Per Trade % | 0.20 | -0.74 | 1.53 | 1.39 | -1.38 |
Profit Per Trade % | 1.86 | 1.75 | 1.96 | 3.51 | 1.76 |
Loss Per Trade % | 2.86 | 3.76 | 0.21 | 8.18 | 3.48 |
Days In Trade | 129 | 71 | 58 | 129 | 129 |
Days In Trade (Avg. Per Trade) | 10.75 | 10.14 | 11.60 | 10.75 | 10.75 |
% Days In Trade | 42.72 | 23.51 | 19.21 | 42.72 | 42.72 |