Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAL | American Airlines Group | Industrials | Airlines | 9180 | 14.02 | 31990174 | |
ALK | Alaska Air Group Inc | Industrials | Airlines | 5586 | 44.44 | 2667246 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | EMA | 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: | 5000.00 | Final Equity: | 4797.11 |
Total net P/L: | -202.89 | Total ROI: | -4.06 % |
CAGR: | -22.95 % | Max. DD: | 11.92 % |
System Score: | -0.996 | Sharpe Ratio: | -0.419 |
Start Date: | 2021-05-03 | End Date: | 2021-06-30 |
Total days: | 58 | ||
Commissions: | 4.15 | Comm.% P/L | 2.09 % |
Total Transactions: | 4 | Log. Linearity: | 35.138 % |
Total | Long | Short | AAL | ALK | |
---|---|---|---|---|---|
Total Profit/Loss | -198.74 | 0.00 | -198.74 | 88.15 | -286.89 |
Total Profit | 0.00 | 0.00 | 0.00 | 88.15 | 0.00 |
Total Loss | 198.74 | 0.00 | 198.74 | 0.00 | 286.89 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 1 | 0 | 1 | 1 | 1 |
Winning Trades | 0 | 0 | 0 | 1 | 0 |
Losing Trades | 1 | 0 | 1 | 0 | 1 |
% Profitable | 0.00 | 0.00 | 0.00 | 100.00 | 0.00 |
Profit/Loss Per Trade % | -3.98 | 0.00 | -3.98 | 1.76 | -5.74 |
Profit Per Trade % | 0.00 | 0.00 | 0.00 | 1.76 | 0.00 |
Loss Per Trade % | 3.98 | 0.00 | 3.98 | 0.00 | 5.74 |
Days In Trade | 21 | 0 | 21 | 21 | 21 |
Days In Trade (Avg. Per Trade) | 21.00 | 0.00 | 21.00 | 21.00 | 21.00 |
% Days In Trade | 36.21 | 0.00 | 36.21 | 36.21 | 36.21 |