Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DAL | Delta Air Lines Inc | Industrials | Airlines | 30039 | 0.0086 | 47.88 | 9923895 |
UAL | United Airlines Holdings Inc | Industrials | Airlines | 13645 | 48.74 | 8086918 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 10000.00 | Final Equity: | 10284.61 |
Total net P/L: | 284.61 | Total ROI: | 2.85 % |
CAGR: | 0.48 % | Max. DD: | 38.90 % |
System Score: | 0.000 | Sharpe Ratio: | 0.274 |
Start Date: | 2015-01-02 | End Date: | 2020-10-30 |
Total days: | 2128 | ||
Commissions: | 349.23 | Comm.% P/L | 55.10 % |
Total Transactions: | 312 | Log. Linearity: | 0.166 % |
Total | Long | Short | DAL | UAL | |
---|---|---|---|---|---|
Total Profit/Loss | 633.84 | 3067.45 | -2433.61 | -2195.96 | 2829.80 |
Total Profit | 15500.80 | 8420.18 | 7080.61 | 19026.08 | 25929.85 |
Total Loss | 14866.95 | 5352.73 | 9514.22 | 21222.04 | 23100.05 |
Profit Factor | 1.04 | 1.57 | 0.74 | 0.90 | 1.12 |
Trades | 78 | 36 | 42 | 78 | 78 |
Winning Trades | 51 | 25 | 26 | 35 | 42 |
Losing Trades | 27 | 11 | 16 | 43 | 36 |
% Profitable | 65.00 | 69.00 | 61.00 | 44.00 | 53.00 |
Profit/Loss Per Trade % | 0.08 | 0.86 | -0.58 | -0.49 | -0.38 |
Profit Per Trade % | 2.95 | 3.27 | 2.63 | 4.95 | 5.90 |
Loss Per Trade % | 4.98 | 4.35 | 5.42 | 4.54 | 5.66 |
Days In Trade | 980 | 447 | 533 | 980 | 980 |
Days In Trade (Avg. Per Trade) | 12.56 | 12.42 | 12.69 | 12.56 | 12.56 |
% Days In Trade | 46.05 | 21.01 | 25.05 | 46.05 | 46.05 |