Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CZR | Caesars Entertainment Corporation | Consumer Cyclical | Resorts & Casinos | 8323 | 38.04 | 3009239 | |
MCRI | Monarch Casino & Resort Inc | Consumer Cyclical | Resorts & Casinos | 1308 | 0.0173 | 68.55 | 92643 |
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: | 15490.27 |
Total net P/L: | 5490.27 | Total ROI: | 54.90 % |
CAGR: | 57.02 % | Max. DD: | 9.56 % |
System Score: | 48.356 | Sharpe Ratio: | 1.752 |
Start Date: | 2020-09-11 | End Date: | 2021-08-31 |
Total days: | 354 | ||
Commissions: | 50.36 | Comm.% P/L | 0.91 % |
Total Transactions: | 48 | Log. Linearity: | 94.653 % |
Total | Long | Short | CZR | MCRI | |
---|---|---|---|---|---|
Total Profit/Loss | 5540.63 | 2959.42 | 2581.21 | 5310.26 | 230.37 |
Total Profit | 6521.16 | 2959.42 | 3561.74 | 6289.21 | 4384.89 |
Total Loss | 980.53 | 0.00 | 980.53 | 978.95 | 4154.52 |
Profit Factor | 6.65 | 0.00 | 3.63 | 6.42 | 1.06 |
Trades | 12 | 5 | 7 | 12 | 12 |
Winning Trades | 10 | 5 | 5 | 7 | 7 |
Losing Trades | 2 | 0 | 2 | 5 | 5 |
% Profitable | 83.00 | 100.00 | 71.00 | 58.00 | 58.00 |
Profit/Loss Per Trade % | 3.75 | 4.58 | 3.16 | 3.56 | -0.26 |
Profit Per Trade % | 5.18 | 4.58 | 5.79 | 7.29 | 4.89 |
Loss Per Trade % | 3.08 | 0.00 | 3.08 | 1.44 | 6.60 |
Days In Trade | 127 | 51 | 76 | 127 | 127 |
Days In Trade (Avg. Per Trade) | 10.58 | 10.20 | 10.86 | 10.58 | 10.58 |
% Days In Trade | 35.88 | 14.41 | 21.47 | 35.88 | 35.88 |