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 | 49.23 | 9904601 |
ALK | Alaska Air Group Inc | Industrials | Airlines | 5667 | 45.08 | 2686136 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.80 | ||
Max Duration: | 60 | Entry Mode: | Simple | Reversals: | |
MA Period: | 100 | MA Type: | SMA | StdDev Period: | 100 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 12839.47 |
Total net P/L: | 2839.47 | Total ROI: | 28.39 % |
CAGR: | 4.65 % | Max. DD: | 16.40 % |
System Score: | 0.758 | Sharpe Ratio: | 1.283 |
Start Date: | 2015-01-02 | End Date: | 2020-06-30 |
Total days: | 2006 | ||
Commissions: | 92.93 | Comm.% P/L | 3.17 % |
Total Transactions: | 92 | Log. Linearity: | 54.614 % |
Total | Long | Short | DAL | ALK | |
---|---|---|---|---|---|
Total Profit/Loss | 2932.40 | 1028.56 | 1903.84 | 8943.33 | -6010.93 |
Total Profit | 5202.17 | 2027.22 | 3174.95 | 12092.52 | 4753.15 |
Total Loss | 2269.77 | 998.66 | 1271.11 | 3149.19 | 10764.08 |
Profit Factor | 2.29 | 2.03 | 2.50 | 3.84 | 0.44 |
Trades | 23 | 11 | 12 | 23 | 23 |
Winning Trades | 18 | 8 | 10 | 12 | 11 |
Losing Trades | 5 | 3 | 2 | 11 | 12 |
% Profitable | 78.00 | 72.00 | 83.00 | 52.00 | 47.00 |
Profit/Loss Per Trade % | 1.13 | 0.80 | 1.43 | 2.99 | -2.53 |
Profit Per Trade % | 2.72 | 2.34 | 3.02 | 8.54 | 4.14 |
Loss Per Trade % | 4.29 | 3.14 | 6.03 | 2.70 | 7.61 |
Days In Trade | 787 | 442 | 345 | 787 | 787 |
Days In Trade (Avg. Per Trade) | 34.22 | 40.18 | 28.75 | 34.22 | 34.22 |
% Days In Trade | 39.23 | 22.03 | 17.20 | 39.23 | 39.23 |