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 |
SAVE | Spirit Airlines Inc | Industrials | Airlines | 450 | 0 | 4.11 | 7607404 |
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: | 9702.97 |
Total net P/L: | -297.03 | Total ROI: | -2.97 % |
CAGR: | -2.83 % | Max. DD: | 43.71 % |
System Score: | -0.005 | Sharpe Ratio: | 0.182 |
Start Date: | 2020-04-01 | End Date: | 2021-04-20 |
Total days: | 384 | ||
Commissions: | 69.94 | Comm.% P/L | 30.80 % |
Total Transactions: | 48 | Log. Linearity: | 12.316 % |
Total | Long | Short | ALGT | SAVE | |
---|---|---|---|---|---|
Total Profit/Loss | -227.09 | 2777.82 | -3004.91 | -5770.03 | 5542.94 |
Total Profit | 3540.40 | 2777.82 | 762.58 | 2542.18 | 6859.92 |
Total Loss | 3767.49 | 0.00 | 3767.49 | 8312.21 | 1316.98 |
Profit Factor | 0.94 | 0.00 | 0.20 | 0.31 | 5.21 |
Trades | 12 | 7 | 5 | 12 | 12 |
Winning Trades | 10 | 7 | 3 | 4 | 9 |
Losing Trades | 2 | 0 | 2 | 8 | 3 |
% Profitable | 83.00 | 100.00 | 60.00 | 33.00 | 75.00 |
Profit/Loss Per Trade % | -0.17 | 5.08 | -7.09 | -8.13 | 4.94 |
Profit Per Trade % | 4.61 | 5.08 | 3.51 | 7.93 | 8.75 |
Loss Per Trade % | 19.10 | 0.00 | 19.10 | 9.82 | 5.40 |
Days In Trade | 164 | 81 | 83 | 164 | 164 |
Days In Trade (Avg. Per Trade) | 13.67 | 11.57 | 16.60 | 13.67 | 13.67 |
% Days In Trade | 42.71 | 21.09 | 21.61 | 42.71 | 42.71 |