| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| JBLU | JetBlue Airways Corp | Industrials | Airlines | 2062 | 5.57 | 20124165 | |
| ULCC | Frontier Group Holdings Inc | Industrials | Airlines | 1065 | 4.67 | 3943460 |
| 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: | 22255.94 |
| Total net P/L: | 12255.94 | Total ROI: | 122.56 % |
| CAGR: | 18.79 % | Max. DD: | 60.69 % |
| System Score: | 4.284 | Sharpe Ratio: | 1.309 |
| Start Date: | 2021-06-09 | End Date: | 2026-01-30 |
| Total days: | 1696 | ||
| Commissions: | 4366.09 | Comm.% P/L | 26.27 % |
| Total Transactions: | 296 | Log. Linearity: | 61.094 % |
| Total | Long |
Short |
JBLU | ULCC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 16622.03 | 11122.19 | 5499.85 | 26173.41 | -9551.38 |
| Total Profit | 55339.39 | 29133.99 | 26205.40 | 67192.24 | 54742.38 |
| Total Loss | 38717.36 | 18011.80 | 20705.56 | 41018.83 | 64293.75 |
| Profit Factor | 1.43 | 1.62 | 1.27 | 1.64 | 0.85 |
| Trades | 74 | 38 | 36 | 74 | 74 |
| Winning Trades | 54 | 29 | 25 | 44 | 44 |
| Losing Trades | 20 | 9 | 11 | 29 | 30 |
| % Profitable | 72.00 | 76.00 | 69.00 | 59.00 | 59.00 |
| Profit/Loss Per Trade % | 1.38 | 1.80 | 0.95 | 0.91 | -0.29 |
| Profit Per Trade % | 5.26 | 5.33 | 5.18 | 7.24 | 7.13 |
| Loss Per Trade % | 8.13 | 8.43 | 7.88 | 7.54 | 9.80 |
| Days In Trade | 865 | 430 | 435 | 865 | 865 |
| Days In Trade (Avg. Per Trade) | 11.69 | 11.32 | 12.08 | 11.69 | 11.69 |
| % Days In Trade | 51.00 | 25.35 | 25.65 | 51.00 | 51.00 |