Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BA | The Boeing Company | Industrials | Aerospace & Defense | 103734 | 169.18 | 7110719 | |
DAL | Delta Air Lines Inc | Industrials | Airlines | 31633 | 0.0082 | 49.23 | 9904601 |
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: | 12895.85 |
Total net P/L: | 2895.85 | Total ROI: | 28.96 % |
CAGR: | 15.69 % | Max. DD: | 34.27 % |
System Score: | 0.000 | Sharpe Ratio: | 0.809 |
Start Date: | 2020-01-02 | End Date: | 2021-09-30 |
Total days: | 637 | ||
Commissions: | 123.09 | Comm.% P/L | 4.08 % |
Total Transactions: | 96 | Log. Linearity: | 1.320 % |
Total | Long | Short | BA | DAL | |
---|---|---|---|---|---|
Total Profit/Loss | 3018.94 | -327.78 | 3346.72 | 1970.94 | 1048.00 |
Total Profit | 8491.88 | 4107.09 | 4384.79 | 11146.82 | 9871.35 |
Total Loss | 5472.94 | 4434.87 | 1038.07 | 9175.88 | 8823.35 |
Profit Factor | 1.55 | 0.93 | 4.22 | 1.21 | 1.12 |
Trades | 24 | 13 | 11 | 24 | 24 |
Winning Trades | 16 | 7 | 9 | 14 | 10 |
Losing Trades | 8 | 6 | 2 | 10 | 14 |
% Profitable | 66.00 | 53.00 | 81.00 | 58.00 | 41.00 |
Profit/Loss Per Trade % | 1.11 | -0.09 | 2.54 | 0.11 | 0.32 |
Profit Per Trade % | 4.56 | 5.06 | 4.17 | 6.59 | 8.31 |
Loss Per Trade % | 5.20 | 5.46 | 4.45 | 7.53 | 4.90 |
Days In Trade | 345 | 188 | 157 | 345 | 345 |
Days In Trade (Avg. Per Trade) | 14.38 | 14.46 | 14.27 | 14.38 | 14.38 |
% Days In Trade | 54.16 | 29.51 | 24.65 | 54.16 | 54.16 |