Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DAL | Delta Air Lines Inc | Industrials | Airlines | 29548 | 0.0087 | 47.31 | 9934594 |
LUV | Southwest Airlines Company | Industrials | Airlines | 17464 | 0.0246 | 29.27 | 8030027 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | SMA | 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: | 7518.71 |
Total net P/L: | -2481.29 | Total ROI: | -24.81 % |
CAGR: | -26.98 % | Max. DD: | 31.21 % |
System Score: | -8.117 | Sharpe Ratio: | -1.656 |
Start Date: | 2019-01-02 | End Date: | 2019-11-29 |
Total days: | 331 | ||
Commissions: | 56.38 | Comm.% P/L | 2.33 % |
Total Transactions: | 56 | Log. Linearity: | 67.003 % |
Total | Long | Short | DAL | LUV | |
---|---|---|---|---|---|
Total Profit/Loss | -2424.91 | -1599.70 | -825.21 | -913.88 | -1511.03 |
Total Profit | 931.01 | 663.84 | 267.17 | 1596.16 | 1759.42 |
Total Loss | 3355.92 | 2263.54 | 1092.38 | 2510.04 | 3270.45 |
Profit Factor | 0.28 | 0.29 | 0.24 | 0.64 | 0.54 |
Trades | 14 | 8 | 6 | 14 | 14 |
Winning Trades | 6 | 3 | 3 | 7 | 9 |
Losing Trades | 8 | 5 | 3 | 7 | 5 |
% Profitable | 42.00 | 37.00 | 50.00 | 50.00 | 64.00 |
Profit/Loss Per Trade % | -1.97 | -2.19 | -1.66 | -0.94 | -1.21 |
Profit Per Trade % | 1.98 | 2.89 | 1.07 | 2.66 | 2.38 |
Loss Per Trade % | 4.63 | 4.87 | 4.25 | 4.31 | 6.99 |
Days In Trade | 221 | 136 | 85 | 221 | 221 |
Days In Trade (Avg. Per Trade) | 15.79 | 17.00 | 14.17 | 15.79 | 15.79 |
% Days In Trade | 66.77 | 41.09 | 25.68 | 66.77 | 66.77 |