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: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 12595.04 |
Total net P/L: | 2595.04 | Total ROI: | 25.95 % |
CAGR: | 4.10 % | Max. DD: | 55.23 % |
System Score: | 0.000 | Sharpe Ratio: | 0.681 |
Start Date: | 2016-01-04 | End Date: | 2021-09-30 |
Total days: | 2096 | ||
Commissions: | 396.96 | Comm.% P/L | 13.27 % |
Total Transactions: | 364 | Log. Linearity: | 2.062 % |
Total | Long | Short | BA | DAL | |
---|---|---|---|---|---|
Total Profit/Loss | 2992.00 | 2240.98 | 751.02 | 4418.79 | -1426.79 |
Total Profit | 19796.78 | 8517.00 | 11279.78 | 20375.74 | 19057.17 |
Total Loss | 16804.78 | 6276.02 | 10528.76 | 15956.95 | 20483.96 |
Profit Factor | 1.18 | 1.36 | 1.07 | 1.28 | 0.93 |
Trades | 91 | 44 | 47 | 91 | 91 |
Winning Trades | 58 | 28 | 30 | 51 | 50 |
Losing Trades | 33 | 16 | 17 | 40 | 41 |
% Profitable | 63.00 | 63.00 | 63.00 | 56.00 | 54.00 |
Profit/Loss Per Trade % | 0.30 | 0.46 | 0.16 | 0.15 | -0.14 |
Profit Per Trade % | 3.68 | 3.23 | 4.11 | 4.13 | 4.18 |
Loss Per Trade % | 5.16 | 4.13 | 6.13 | 4.37 | 4.88 |
Days In Trade | 1163 | 568 | 595 | 1163 | 1163 |
Days In Trade (Avg. Per Trade) | 12.78 | 12.91 | 12.66 | 12.78 | 12.78 |
% Days In Trade | 55.49 | 27.10 | 28.39 | 55.49 | 55.49 |