Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BA | The Boeing Company | Industrials | Aerospace & Defense | 117115 | 191.95 | 7002916 | |
DAL | Delta Air Lines Inc | Industrials | Airlines | 29548 | 0.0087 | 47.31 | 9934594 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | 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: | 10000.00 | Final Equity: | 9802.16 |
Total net P/L: | -197.84 | Total ROI: | -1.98 % |
CAGR: | -1.14 % | Max. DD: | 29.97 % |
System Score: | -0.005 | Sharpe Ratio: | 0.129 |
Start Date: | 2020-01-02 | End Date: | 2021-09-30 |
Total days: | 637 | ||
Commissions: | 60.63 | Comm.% P/L | 44.19 % |
Total Transactions: | 52 | Log. Linearity: | 16.240 % |
Total | Long | Short | BA | DAL | |
---|---|---|---|---|---|
Total Profit/Loss | -137.21 | -137.21 | 0.00 | -2743.69 | 2606.48 |
Total Profit | 3431.59 | 3431.59 | 0.00 | 3121.20 | 7336.63 |
Total Loss | 3568.80 | 3568.80 | 0.00 | 5864.89 | 4730.15 |
Profit Factor | 0.96 | 0.96 | 0.00 | 0.53 | 1.55 |
Trades | 13 | 13 | 0 | 13 | 13 |
Winning Trades | 7 | 7 | 0 | 5 | 7 |
Losing Trades | 6 | 6 | 0 | 8 | 6 |
% Profitable | 53.00 | 53.00 | 0.00 | 38.00 | 53.00 |
Profit/Loss Per Trade % | -0.11 | -0.11 | 0.00 | -2.51 | 1.48 |
Profit Per Trade % | 5.06 | 5.06 | 0.00 | 6.36 | 10.17 |
Loss Per Trade % | 5.50 | 5.50 | 0.00 | 6.84 | 7.66 |
Days In Trade | 188 | 188 | 0 | 188 | 188 |
Days In Trade (Avg. Per Trade) | 14.46 | 14.46 | 0.00 | 14.46 | 14.46 |
% Days In Trade | 29.51 | 29.51 | 0.00 | 29.51 | 29.51 |