Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In


×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Ratio
HQ Backtest USO vs XOM
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
USO United States Oil Fund LP (ETF) NYSEARCA 2050 0.77 160.37 12.33 0 3440000
XOM Exxon Mobil Corporation Energy NYSE 328500 0.91 4231.69 83.38 15830000 13380000
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: 2662.12
Total net P/L: -7337.88 Total ROI: -73.38 %
CAGR: -22.93 % Max. DD: 75.33 %
System Score: -18.069 Sharpe Ratio: -2.638
Start Date: 2013-01-02 End Date: 2018-01-31
Total days: 1855
Commissions: 359.21 Comm.% P/L 5.15 %
Total Transactions: 296 Log. Linearity: 92.370 %
Total enabled Long enabled Short USO XOM
Total Profit/Loss -6978.67 -7435.92 457.25 -6588.38 -390.29
Total Profit 5863.78 2477.60 3386.18 5935.34 3850.02
Total Loss 12842.45 9913.52 2928.93 12523.72 4240.31
Profit Factor 0.46 0.25 1.16 0.47 0.91
Trades 74 35 39 74 74
Winning Trades 41 16 25 38 37
Losing Trades 33 19 14 36 37
% Profitable 55.00 45.00 64.00 51.00 50.00
Profit/Loss Per Trade % -1.67 -3.56 0.07 -1.70 -0.02
Profit Per Trade % 2.73 2.89 2.63 3.01 1.89
Loss Per Trade % 6.64 8.49 4.20 6.16 1.85
Days In Trade 1046 552 494 1046 1046
Days In Trade (Avg. Per Trade) 14.14 15.77 12.67 14.14 14.14
% Days In Trade 56.39 29.76 26.63 56.39 56.39
loading
Trade Log
loading
G+ FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.