Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ALGT | Allegiant Travel Company | Industrials | Airlines | 1111 | 0.0298 | 61.26 | 249989 |
ALK | Alaska Air Group Inc | Industrials | Airlines | 5133 | 42.72 | 2642462 |
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: | 11734.72 |
Total net P/L: | 1734.72 | Total ROI: | 17.35 % |
CAGR: | 16.42 % | Max. DD: | 23.77 % |
System Score: | 3.817 | Sharpe Ratio: | 0.714 |
Start Date: | 2020-04-01 | End Date: | 2021-04-20 |
Total days: | 384 | ||
Commissions: | 59.89 | Comm.% P/L | 3.34 % |
Total Transactions: | 56 | Log. Linearity: | 61.483 % |
Total | Long | Short | ALGT | ALK | |
---|---|---|---|---|---|
Total Profit/Loss | 1794.61 | 2213.60 | -418.99 | -3809.99 | 5604.60 |
Total Profit | 4544.11 | 2600.31 | 1943.80 | 3796.29 | 7951.52 |
Total Loss | 2749.50 | 386.71 | 2362.79 | 7606.28 | 2346.92 |
Profit Factor | 1.65 | 6.72 | 0.82 | 0.50 | 3.39 |
Trades | 14 | 6 | 8 | 14 | 14 |
Winning Trades | 11 | 5 | 6 | 7 | 8 |
Losing Trades | 3 | 1 | 2 | 7 | 6 |
% Profitable | 78.00 | 83.00 | 75.00 | 50.00 | 57.00 |
Profit/Loss Per Trade % | 1.19 | 4.19 | -1.00 | -4.31 | 3.86 |
Profit Per Trade % | 4.31 | 5.73 | 3.15 | 5.48 | 10.27 |
Loss Per Trade % | 8.84 | 3.19 | 11.77 | 10.35 | 4.07 |
Days In Trade | 161 | 57 | 104 | 161 | 161 |
Days In Trade (Avg. Per Trade) | 11.50 | 9.50 | 13.00 | 11.50 | 11.50 |
% Days In Trade | 41.93 | 14.84 | 27.08 | 41.93 | 41.93 |