Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ALGT | Allegiant Travel Company | Industrials | Airlines | 1138 | 0.0289 | 62.21 | 251146 |
ALK | Alaska Air Group Inc | Industrials | Airlines | 5723 | 45.53 | 2683825 |
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: | 4871.04 |
Total net P/L: | -128.96 | Total ROI: | -2.58 % |
CAGR: | -15.16 % | Max. DD: | 10.52 % |
System Score: | -1.966 | Sharpe Ratio: | -0.240 |
Start Date: | 2021-05-03 | End Date: | 2021-06-30 |
Total days: | 58 | ||
Commissions: | 8.00 | Comm.% P/L | 6.61 % |
Total Transactions: | 8 | Log. Linearity: | 50.611 % |
Total | Long | Short | ALGT | ALK | |
---|---|---|---|---|---|
Total Profit/Loss | -120.96 | -120.96 | 0.00 | -183.61 | 62.65 |
Total Profit | 38.02 | 38.02 | 0.00 | 92.62 | 314.25 |
Total Loss | 158.98 | 158.98 | 0.00 | 276.23 | 251.60 |
Profit Factor | 0.24 | 0.24 | 0.00 | 0.34 | 1.25 |
Trades | 2 | 2 | 0 | 2 | 2 |
Winning Trades | 1 | 1 | 0 | 1 | 1 |
Losing Trades | 1 | 1 | 0 | 1 | 1 |
% Profitable | 50.00 | 50.00 | 0.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | -1.22 | -1.22 | 0.00 | -2.00 | 0.57 |
Profit Per Trade % | 0.79 | 0.79 | 0.00 | 1.85 | 6.50 |
Loss Per Trade % | 3.18 | 3.18 | 0.00 | 5.71 | 5.03 |
Days In Trade | 35 | 35 | 0 | 35 | 35 |
Days In Trade (Avg. Per Trade) | 17.50 | 17.50 | 0.00 | 17.50 | 17.50 |
% Days In Trade | 60.34 | 60.34 | 0.00 | 60.34 | 60.34 |