Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ALK | Alaska Air Group Inc | Industrials | Airlines | 5658 | 45.01 | 2675334 | |
JBLU | JetBlue Airways Corp | Industrials | Airlines | 2418 | 7.11 | 16521563 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 14 | MA Type: | SMA | StdDev Period: | 20 |
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: | 18140.74 |
Total net P/L: | 8140.74 | Total ROI: | 81.41 % |
CAGR: | 76.14 % | Max. DD: | 4.86 % |
System Score: | 65.537 | Sharpe Ratio: | 3.034 |
Start Date: | 2020-04-01 | End Date: | 2021-04-20 |
Total days: | 384 | ||
Commissions: | 223.42 | Comm.% P/L | 2.67 % |
Total Transactions: | 64 | Log. Linearity: | 95.125 % |
Total | Long | Short | ALK | JBLU | |
---|---|---|---|---|---|
Total Profit/Loss | 8364.16 | 4164.61 | 4199.55 | 2461.88 | 5902.28 |
Total Profit | 8543.24 | 4164.61 | 4378.63 | 8849.68 | 10690.82 |
Total Loss | 179.08 | 0.00 | 179.08 | 6387.80 | 4788.54 |
Profit Factor | 47.71 | 0.00 | 24.45 | 1.39 | 2.23 |
Trades | 16 | 7 | 9 | 16 | 16 |
Winning Trades | 15 | 7 | 8 | 8 | 10 |
Losing Trades | 1 | 0 | 1 | 8 | 6 |
% Profitable | 93.00 | 100.00 | 88.00 | 50.00 | 62.00 |
Profit/Loss Per Trade % | 3.90 | 4.49 | 3.44 | 0.40 | 2.59 |
Profit Per Trade % | 4.25 | 4.49 | 4.04 | 8.03 | 8.27 |
Loss Per Trade % | 1.17 | 0.00 | 1.17 | 6.36 | 5.92 |
Days In Trade | 149 | 68 | 81 | 149 | 149 |
Days In Trade (Avg. Per Trade) | 9.31 | 9.71 | 9.00 | 9.31 | 9.31 |
% Days In Trade | 38.80 | 17.71 | 21.09 | 38.80 | 38.80 |