| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ALK | Alaska Air Group Inc | Industrials | Airlines | 5498 | 46.63 | 3118835 | |
| JBLU | JetBlue Airways Corp | Industrials | Airlines | 1680 | 4.57 | 23211006 |
| 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 |