Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DAL | Delta Air Lines Inc | Industrials | Airlines | 31769 | 0.0081 | 47.94 | 9905527 |
ALK | Alaska Air Group Inc | Industrials | Airlines | 5560 | 44.23 | 2686393 |
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: | 5099.51 |
Total net P/L: | 99.51 | Total ROI: | 1.99 % |
CAGR: | 13.20 % | Max. DD: | 2.07 % |
System Score: | 1.303 | Sharpe Ratio: | 0.442 |
Start Date: | 2021-05-03 | End Date: | 2021-06-30 |
Total days: | 58 | ||
Commissions: | 12.00 | Comm.% P/L | 10.76 % |
Total Transactions: | 12 | Log. Linearity: | 46.210 % |
Total | Long | Short | DAL | ALK | |
---|---|---|---|---|---|
Total Profit/Loss | 111.51 | 152.35 | -40.84 | 686.33 | -574.82 |
Total Profit | 152.35 | 152.35 | 0.00 | 687.51 | 0.00 |
Total Loss | 40.84 | 0.00 | 40.84 | 1.18 | 574.82 |
Profit Factor | 3.73 | 0.00 | 0.00 | 582.64 | 0.00 |
Trades | 3 | 1 | 2 | 3 | 3 |
Winning Trades | 1 | 1 | 0 | 2 | 0 |
Losing Trades | 2 | 0 | 2 | 1 | 3 |
% Profitable | 33.00 | 100.00 | 0.00 | 66.00 | 0.00 |
Profit/Loss Per Trade % | 0.74 | 3.05 | -0.40 | 4.47 | -3.81 |
Profit Per Trade % | 3.05 | 3.05 | 0.00 | 6.79 | 0.00 |
Loss Per Trade % | 0.40 | 0.00 | 0.40 | 0.02 | 3.74 |
Days In Trade | 34 | 13 | 21 | 34 | 34 |
Days In Trade (Avg. Per Trade) | 11.33 | 13.00 | 10.50 | 11.33 | 11.33 |
% Days In Trade | 58.62 | 22.41 | 36.21 | 58.62 | 58.62 |