Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
UAL | United Airlines Holdings Inc | Industrials | Airlines | 16894 | 51.38 | 8321459 | |
ALKS | Alkermes Plc | Healthcare | Drug Manufacturers - Specialty & Generic | 4035 | 23.85 | 2087457 |
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: | 22176.37 |
Total net P/L: | 12176.36 | Total ROI: | 121.76 % |
CAGR: | 122.25 % | Max. DD: | 57.28 % |
System Score: | 35.725 | Sharpe Ratio: | 1.358 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 194.02 | Comm.% P/L | 1.57 % |
Total Transactions: | 72 | Log. Linearity: | 66.360 % |
Total | Long | Short | UAL | ALKS | |
---|---|---|---|---|---|
Total Profit/Loss | 12370.39 | 4806.42 | 7563.97 | 5466.26 | 6904.12 |
Total Profit | 16892.19 | 7787.22 | 9104.98 | 16374.68 | 10497.22 |
Total Loss | 4521.81 | 2980.80 | 1541.01 | 10908.42 | 3593.09 |
Profit Factor | 3.74 | 2.61 | 5.91 | 1.50 | 2.92 |
Trades | 18 | 6 | 12 | 18 | 18 |
Winning Trades | 16 | 5 | 11 | 11 | 10 |
Losing Trades | 2 | 1 | 1 | 7 | 8 |
% Profitable | 88.00 | 83.00 | 91.00 | 61.00 | 55.00 |
Profit/Loss Per Trade % | 4.61 | 5.04 | 4.39 | 0.96 | 2.12 |
Profit Per Trade % | 8.25 | 12.74 | 6.28 | 12.04 | 7.09 |
Loss Per Trade % | 20.09 | 26.24 | 14.25 | 10.69 | 3.75 |
Days In Trade | 165 | 63 | 102 | 165 | 165 |
Days In Trade (Avg. Per Trade) | 9.17 | 10.50 | 8.50 | 9.17 | 9.17 |
% Days In Trade | 45.33 | 17.31 | 28.02 | 45.33 | 45.33 |