Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DAL | Delta Air Lines Inc | Industrials | Airlines | 31633 | 0.0082 | 49.02 | 9924250 |
UAL | United Airlines Holdings Inc | Industrials | Airlines | 17736 | 53.94 | 8378891 |
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: | 9433.82 |
Total net P/L: | -566.18 | Total ROI: | -5.66 % |
CAGR: | -6.80 % | Max. DD: | 27.54 % |
System Score: | -0.008 | Sharpe Ratio: | -0.128 |
Start Date: | 2020-01-02 | End Date: | 2020-10-30 |
Total days: | 302 | ||
Commissions: | 54.59 | Comm.% P/L | 10.67 % |
Total Transactions: | 40 | Log. Linearity: | 10.456 % |
Total | Long | Short | DAL | UAL | |
---|---|---|---|---|---|
Total Profit/Loss | -511.59 | 1219.53 | -1731.12 | 2534.13 | -3045.72 |
Total Profit | 2134.96 | 1219.53 | 915.43 | 5988.85 | 5129.16 |
Total Loss | 2646.55 | 0.00 | 2646.55 | 3454.72 | 8174.88 |
Profit Factor | 0.81 | 0.00 | 0.35 | 1.73 | 0.63 |
Trades | 10 | 3 | 7 | 10 | 10 |
Winning Trades | 7 | 3 | 4 | 4 | 6 |
Losing Trades | 3 | 0 | 3 | 6 | 4 |
% Profitable | 70.00 | 100.00 | 57.00 | 40.00 | 60.00 |
Profit/Loss Per Trade % | -0.52 | 4.93 | -2.77 | 1.46 | -7.67 |
Profit Per Trade % | 3.61 | 4.93 | 2.64 | 14.82 | 9.83 |
Loss Per Trade % | 9.26 | 0.00 | 9.26 | 6.35 | 19.75 |
Days In Trade | 134 | 36 | 98 | 134 | 134 |
Days In Trade (Avg. Per Trade) | 13.40 | 12.00 | 14.00 | 13.40 | 13.40 |
% Days In Trade | 44.37 | 11.92 | 32.45 | 44.37 | 44.37 |