Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ALK | Alaska Air Group Inc | Industrials | Airlines | 5560 | 44.23 | 2686393 | |
SAVE | Spirit Airlines Inc | Industrials | Airlines | 403 | 0 | 3.68 | 7707059 |
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: | 6236.89 |
Total net P/L: | -3763.11 | Total ROI: | -37.63 % |
CAGR: | -36.16 % | Max. DD: | 38.44 % |
System Score: | -6.942 | Sharpe Ratio: | -1.091 |
Start Date: | 2020-04-01 | End Date: | 2021-04-20 |
Total days: | 384 | ||
Commissions: | 50.86 | Comm.% P/L | 1.37 % |
Total Transactions: | 32 | Log. Linearity: | 57.690 % |
Total | Long | Short | ALK | SAVE | |
---|---|---|---|---|---|
Total Profit/Loss | -3712.25 | -1754.69 | -1957.56 | -2990.48 | -721.77 |
Total Profit | 726.23 | 375.51 | 350.72 | 1883.55 | 2173.61 |
Total Loss | 4438.48 | 2130.20 | 2308.28 | 4874.03 | 2895.38 |
Profit Factor | 0.16 | 0.18 | 0.15 | 0.39 | 0.75 |
Trades | 8 | 4 | 4 | 8 | 8 |
Winning Trades | 3 | 1 | 2 | 2 | 5 |
Losing Trades | 5 | 3 | 2 | 6 | 3 |
% Profitable | 37.00 | 25.00 | 50.00 | 25.00 | 62.00 |
Profit/Loss Per Trade % | -5.65 | -6.03 | -5.27 | -4.73 | -2.01 |
Profit Per Trade % | 3.50 | 5.29 | 2.62 | 12.75 | 5.74 |
Loss Per Trade % | 10.38 | 9.29 | 12.03 | 9.26 | 13.27 |
Days In Trade | 144 | 73 | 71 | 144 | 144 |
Days In Trade (Avg. Per Trade) | 18.00 | 18.25 | 17.75 | 18.00 | 18.00 |
% Days In Trade | 37.50 | 19.01 | 18.49 | 37.50 | 37.50 |