| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| DAL | Delta Air Lines Inc | Industrials | Airlines | 38224 | 0.0121 | 58.54 | 10138002 |
| UAL | United Airlines Holdings Inc | Industrials | Airlines | 31289 | 96.65 | 7548707 |
| 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 |