Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BA | The Boeing Company | Industrials | Aerospace & Defense | 104127 | 169.82 | 7096799 | |
SPR | Spirit Aerosystems Holdings Inc | Industrials | Aerospace & Defense | 3853 | 32.93 | 3899925 |
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: | 15001.50 |
Total net P/L: | 5001.50 | Total ROI: | 50.02 % |
CAGR: | 125.55 % | Max. DD: | 9.20 % |
System Score: | 99.839 | Sharpe Ratio: | 2.246 |
Start Date: | 2020-05-01 | End Date: | 2020-10-30 |
Total days: | 182 | ||
Commissions: | 73.09 | Comm.% P/L | 1.44 % |
Total Transactions: | 36 | Log. Linearity: | 92.647 % |
Total | Long | Short | BA | SPR | |
---|---|---|---|---|---|
Total Profit/Loss | 5074.59 | 2459.38 | 2615.21 | -1691.83 | 6766.42 |
Total Profit | 5474.19 | 2858.98 | 2615.21 | 2865.67 | 7770.01 |
Total Loss | 399.60 | 399.60 | 0.00 | 4557.50 | 1003.59 |
Profit Factor | 13.70 | 7.15 | 0.00 | 0.63 | 7.74 |
Trades | 9 | 4 | 5 | 9 | 9 |
Winning Trades | 8 | 3 | 5 | 3 | 7 |
Losing Trades | 1 | 1 | 0 | 6 | 2 |
% Profitable | 88.00 | 75.00 | 100.00 | 33.00 | 77.00 |
Profit/Loss Per Trade % | 4.67 | 5.58 | 3.95 | -1.21 | 5.40 |
Profit Per Trade % | 5.62 | 8.46 | 3.95 | 8.11 | 8.43 |
Loss Per Trade % | 2.59 | 2.59 | 0.00 | 5.34 | 4.49 |
Days In Trade | 71 | 18 | 53 | 71 | 71 |
Days In Trade (Avg. Per Trade) | 7.89 | 4.50 | 10.60 | 7.89 | 7.89 |
% Days In Trade | 39.01 | 9.89 | 29.12 | 39.01 | 39.01 |