| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CZR | Caesars Entertainment Corporation | Consumer Cyclical | Resorts & Casinos | 5102 | 24.53 | 7004041 | |
| MCRI | Monarch Casino & Resort Inc | Consumer Cyclical | Resorts & Casinos | 1804 | 0.0122 | 98.78 | 105087 |
| 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 |