Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CZR | Caesars Entertainment Corporation | Consumer Cyclical | Resorts & Casinos | 8263 | 38.2 | 2996501 | |
MCRI | Monarch Casino & Resort Inc | Consumer Cyclical | Resorts & Casinos | 1268 | 0.0178 | 67.34 | 91717 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 100 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | EMA | StdDev Period: | 20 |
RSI Period: | 20 | 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: | 9754.81 |
Total net P/L: | -245.19 | Total ROI: | -2.45 % |
CAGR: | -0.44 % | Max. DD: | 83.06 % |
System Score: | -0.000 | Sharpe Ratio: | 0.558 |
Start Date: | 2016-01-04 | End Date: | 2021-08-31 |
Total days: | 2066 | ||
Commissions: | 508.50 | Comm.% P/L | 193.11 % |
Total Transactions: | 256 | Log. Linearity: | 0.230 % |
Total | Long | Short | CZR | MCRI | |
---|---|---|---|---|---|
Total Profit/Loss | 263.31 | 996.22 | -732.91 | -15185.08 | 15448.40 |
Total Profit | 27762.49 | 10325.50 | 17436.99 | 27494.64 | 29188.90 |
Total Loss | 27499.17 | 9329.28 | 18169.89 | 42679.72 | 13740.50 |
Profit Factor | 1.01 | 1.11 | 0.96 | 0.64 | 2.12 |
Trades | 64 | 26 | 38 | 64 | 64 |
Winning Trades | 50 | 20 | 30 | 39 | 36 |
Losing Trades | 14 | 6 | 8 | 25 | 28 |
% Profitable | 78.00 | 76.00 | 78.00 | 60.00 | 56.00 |
Profit/Loss Per Trade % | 0.03 | 1.20 | -0.76 | -2.99 | 1.13 |
Profit Per Trade % | 4.70 | 4.62 | 4.75 | 5.84 | 5.72 |
Loss Per Trade % | 12.14 | 8.92 | 14.61 | 9.52 | 4.19 |
Days In Trade | 1122 | 459 | 663 | 1122 | 1122 |
Days In Trade (Avg. Per Trade) | 17.53 | 17.65 | 17.45 | 17.53 | 17.53 |
% Days In Trade | 54.31 | 22.22 | 32.09 | 54.31 | 54.31 |