Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CZR | Caesars Entertainment Corporation | Consumer Cyclical | Resorts & Casinos | 9297 | 43.36 | 2975543 | |
MCRI | Monarch Casino & Resort Inc | Consumer Cyclical | Resorts & Casinos | 1407 | 0.0162 | 74.17 | 93405 |
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: | 2 | ||
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: | 9195.21 |
Total net P/L: | -804.79 | Total ROI: | -8.05 % |
CAGR: | -1.47 % | Max. DD: | 83.06 % |
System Score: | -0.000 | Sharpe Ratio: | 0.505 |
Start Date: | 2016-01-04 | End Date: | 2021-08-31 |
Total days: | 2066 | ||
Commissions: | 504.50 | Comm.% P/L | 168.01 % |
Total Transactions: | 252 | Log. Linearity: | 0.656 % |
Total | Long | Short | CZR | MCRI | |
---|---|---|---|---|---|
Total Profit/Loss | -300.29 | 523.88 | -824.17 | -15727.64 | 15427.35 |
Total Profit | 27165.49 | 9853.16 | 17312.33 | 26918.74 | 29012.57 |
Total Loss | 27465.78 | 9329.28 | 18136.50 | 42646.38 | 13585.22 |
Profit Factor | 0.99 | 1.06 | 0.95 | 0.63 | 2.14 |
Trades | 63 | 25 | 38 | 63 | 63 |
Winning Trades | 49 | 19 | 30 | 38 | 35 |
Losing Trades | 14 | 6 | 8 | 25 | 28 |
% Profitable | 77.00 | 76.00 | 78.00 | 60.00 | 55.00 |
Profit/Loss Per Trade % | -0.06 | 1.01 | -0.76 | -3.12 | 1.14 |
Profit Per Trade % | 4.67 | 4.54 | 4.75 | 5.84 | 5.88 |
Loss Per Trade % | 12.14 | 8.92 | 14.61 | 9.52 | 4.19 |
Days In Trade | 1118 | 455 | 663 | 1118 | 1118 |
Days In Trade (Avg. Per Trade) | 17.75 | 18.20 | 17.45 | 17.75 | 17.75 |
% Days In Trade | 54.11 | 22.02 | 32.09 | 54.11 | 54.11 |