Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ALGT | Allegiant Travel Company | Industrials | Airlines | 1127 | 0.0305 | 59.07 | 252982 |
JBLU | JetBlue Airways Corp | Industrials | Airlines | 2075 | 5.91 | 16734904 |
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: | 13667.94 |
Total net P/L: | 3667.95 | Total ROI: | 36.68 % |
CAGR: | 34.58 % | Max. DD: | 26.35 % |
System Score: | 9.716 | Sharpe Ratio: | 1.168 |
Start Date: | 2020-04-01 | End Date: | 2021-04-20 |
Total days: | 384 | ||
Commissions: | 135.18 | Comm.% P/L | 3.55 % |
Total Transactions: | 56 | Log. Linearity: | 65.494 % |
Total | Long | Short | ALGT | JBLU | |
---|---|---|---|---|---|
Total Profit/Loss | 3803.12 | 2564.44 | 1238.68 | -7310.53 | 11113.66 |
Total Profit | 7270.85 | 2564.44 | 4706.41 | 2116.22 | 13003.91 |
Total Loss | 3467.73 | 0.00 | 3467.73 | 9426.75 | 1890.25 |
Profit Factor | 2.10 | 0.00 | 1.36 | 0.22 | 6.88 |
Trades | 14 | 6 | 8 | 14 | 14 |
Winning Trades | 12 | 6 | 6 | 5 | 11 |
Losing Trades | 2 | 0 | 2 | 9 | 3 |
% Profitable | 85.00 | 100.00 | 75.00 | 35.00 | 78.00 |
Profit/Loss Per Trade % | 2.36 | 4.59 | 0.72 | -7.29 | 7.92 |
Profit Per Trade % | 6.02 | 4.59 | 7.48 | 3.95 | 12.03 |
Loss Per Trade % | 16.24 | 0.00 | 16.24 | 10.06 | 5.76 |
Days In Trade | 174 | 68 | 106 | 174 | 174 |
Days In Trade (Avg. Per Trade) | 12.43 | 11.33 | 13.25 | 12.43 | 12.43 |
% Days In Trade | 45.31 | 17.71 | 27.60 | 45.31 | 45.31 |