Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SAVE | Spirit Airlines Inc | Industrials | Airlines | 1872 | 0 | 17.11 | 1670822 |
DAL | Delta Air Lines Inc | Industrials | Airlines | 21366 | 0.0698 | 34.11 | 10780802 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | 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: | 10539.21 |
Total net P/L: | 539.21 | Total ROI: | 5.39 % |
CAGR: | 5.45 % | Max. DD: | 31.59 % |
System Score: | 0.017 | Sharpe Ratio: | 0.322 |
Start Date: | 2022-01-03 | End Date: | 2022-12-30 |
Total days: | 361 | ||
Commissions: | 66.90 | Comm.% P/L | 11.04 % |
Total Transactions: | 32 | Log. Linearity: | 14.562 % |
Total | ![]() |
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SAVE | DAL | |
---|---|---|---|---|---|
Total Profit/Loss | 606.11 | 1136.09 | -529.98 | 4623.80 | -4017.69 |
Total Profit | 4800.63 | 2087.68 | 2712.95 | 5550.22 | 2046.30 |
Total Loss | 4194.52 | 951.59 | 3242.93 | 926.41 | 6063.99 |
Profit Factor | 1.14 | 2.19 | 0.84 | 5.99 | 0.34 |
Trades | 8 | 4 | 4 | 8 | 8 |
Winning Trades | 6 | 3 | 3 | 6 | 4 |
Losing Trades | 2 | 1 | 1 | 2 | 4 |
% Profitable | 75.00 | 75.00 | 75.00 | 75.00 | 50.00 |
Profit/Loss Per Trade % | 0.73 | 2.72 | -1.22 | 5.10 | -4.49 |
Profit Per Trade % | 7.16 | 6.69 | 7.63 | 8.40 | 4.51 |
Loss Per Trade % | 15.73 | 8.33 | 23.64 | 4.13 | 12.22 |
Days In Trade | 103 | 58 | 45 | 103 | 103 |
Days In Trade (Avg. Per Trade) | 12.88 | 14.50 | 11.25 | 12.88 | 12.88 |
% Days In Trade | 28.53 | 16.07 | 12.47 | 28.53 | 28.53 |