Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DAL | Delta Air Lines Inc | Industrials | Airlines | 30697 | 0.0084 | 47.57 | 9947538 |
LUV | Southwest Airlines Company | Industrials | Airlines | 17577 | 0.0248 | 29.38 | 8049953 |
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: | 2000.00 | Final Equity: | 1948.45 |
Total net P/L: | -51.55 | Total ROI: | -2.58 % |
CAGR: | -2.58 % | Max. DD: | 25.93 % |
System Score: | -0.004 | Sharpe Ratio: | 0.052 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 60.00 | Comm.% P/L | 710.06 % |
Total Transactions: | 60 | Log. Linearity: | 11.712 % |
Total | Long | Short | DAL | LUV | |
---|---|---|---|---|---|
Total Profit/Loss | 8.45 | -183.61 | 192.06 | 401.83 | -393.38 |
Total Profit | 590.49 | 282.67 | 307.82 | 1410.85 | 616.37 |
Total Loss | 582.04 | 466.28 | 115.76 | 1009.02 | 1009.75 |
Profit Factor | 1.01 | 0.61 | 2.66 | 1.40 | 0.61 |
Trades | 15 | 8 | 7 | 15 | 15 |
Winning Trades | 11 | 6 | 5 | 9 | 7 |
Losing Trades | 4 | 2 | 2 | 6 | 8 |
% Profitable | 73.00 | 75.00 | 71.00 | 60.00 | 46.00 |
Profit/Loss Per Trade % | 0.04 | -1.33 | 1.62 | 1.25 | -2.15 |
Profit Per Trade % | 2.92 | 2.48 | 3.46 | 8.61 | 4.35 |
Loss Per Trade % | 6.88 | 11.09 | 2.83 | 7.86 | 7.01 |
Days In Trade | 170 | 85 | 85 | 170 | 170 |
Days In Trade (Avg. Per Trade) | 11.33 | 10.62 | 12.14 | 11.33 | 11.33 |
% Days In Trade | 46.70 | 23.35 | 23.35 | 46.70 | 46.70 |