| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AAL | American Airlines Group | Industrials | Airlines | 8630 | 13.07 | 62496791 | |
| ALK | Alaska Air Group Inc | Industrials | Airlines | 5915 | 51.6 | 3105310 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 28799.49 |
| Total net P/L: | 18799.49 | Total ROI: | 187.99 % |
| CAGR: | 22.80 % | Max. DD: | 27.72 % |
| System Score: | 19.263 | Sharpe Ratio: | 2.301 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 955.35 | Comm.% P/L | 4.84 % |
| Total Transactions: | 192 | Log. Linearity: | 94.540 % |
| Total | Long |
Short |
AAL | ALK | |
|---|---|---|---|---|---|
| Total Profit/Loss | 19754.84 | -619.99 | 20374.83 | -382.24 | 20137.08 |
| Total Profit | 43558.37 | 13931.39 | 29626.98 | 27084.45 | 46378.29 |
| Total Loss | 23803.53 | 14551.38 | 9252.15 | 27466.69 | 26241.21 |
| Profit Factor | 1.83 | 0.96 | 3.20 | 0.99 | 1.77 |
| Trades | 48 | 21 | 27 | 48 | 48 |
| Winning Trades | 35 | 12 | 23 | 27 | 29 |
| Losing Trades | 13 | 9 | 4 | 21 | 19 |
| % Profitable | 72.00 | 57.00 | 85.00 | 56.00 | 60.00 |
| Profit/Loss Per Trade % | 2.32 | 0.43 | 3.82 | 0.09 | 1.85 |
| Profit Per Trade % | 5.86 | 5.52 | 6.04 | 5.35 | 7.40 |
| Loss Per Trade % | 6.21 | 5.67 | 7.43 | 6.09 | 5.90 |
| Days In Trade | 638 | 333 | 305 | 638 | 638 |
| Days In Trade (Avg. Per Trade) | 13.29 | 15.86 | 11.30 | 13.29 | 13.29 |
| % Days In Trade | 33.94 | 17.71 | 16.22 | 33.94 | 33.94 |