Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DAL | Delta Air Lines Inc | Industrials | Airlines | 31769 | 0.0081 | 47.94 | 9905527 |
LUV | Southwest Airlines Company | Industrials | Airlines | 17625 | 0.0246 | 29.3 | 8063100 |
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: | 2028.94 |
Total net P/L: | 28.94 | Total ROI: | 1.45 % |
CAGR: | 4.43 % | Max. DD: | 12.41 % |
System Score: | 0.000 | Sharpe Ratio: | 0.191 |
Start Date: | 2020-09-01 | End Date: | 2020-12-31 |
Total days: | 121 | ||
Commissions: | 20.00 | Comm.% P/L | 40.87 % |
Total Transactions: | 20 | Log. Linearity: | 0.611 % |
Total | Long | Short | DAL | LUV | |
---|---|---|---|---|---|
Total Profit/Loss | 48.94 | 70.39 | -21.45 | 80.94 | -32.00 |
Total Profit | 168.32 | 70.39 | 97.93 | 345.24 | 163.84 |
Total Loss | 119.38 | 0.00 | 119.38 | 264.30 | 195.84 |
Profit Factor | 1.41 | 0.00 | 0.82 | 1.31 | 0.84 |
Trades | 5 | 2 | 3 | 5 | 5 |
Winning Trades | 3 | 2 | 1 | 2 | 2 |
Losing Trades | 2 | 0 | 2 | 3 | 3 |
% Profitable | 60.00 | 100.00 | 33.00 | 40.00 | 40.00 |
Profit/Loss Per Trade % | 0.48 | 1.67 | -0.31 | 0.69 | -0.51 |
Profit Per Trade % | 2.74 | 1.67 | 4.90 | 8.47 | 3.79 |
Loss Per Trade % | 2.80 | 0.00 | 2.80 | 4.04 | 3.19 |
Days In Trade | 68 | 25 | 43 | 68 | 68 |
Days In Trade (Avg. Per Trade) | 13.60 | 12.50 | 14.33 | 13.60 | 13.60 |
% Days In Trade | 56.20 | 20.66 | 35.54 | 56.20 | 56.20 |