Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DK | Delek US Energy Inc | Energy | Oil & Gas Refining & Marketing | 1885 | 0.0333 | 29.45 | 1164809 |
CVI | CVR Energy Inc | Energy | Oil & Gas Refining & Marketing | 3411 | 0.0589 | 32.55 | 939644 |
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: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.10 / 0.10 |
Initial Capital: | 10000.00 | Final Equity: | 1.75 |
Total net P/L: | -9998.25 | Total ROI: | -99.98 % |
CAGR: | -54.45 % | Max. DD: | 99.98 % |
System Score: | -2.570 | Sharpe Ratio: | -0.289 |
Start Date: | 2010-01-04 | End Date: | 2020-12-31 |
Total days: | 4014 | ||
Commissions: | 757.22 | Comm.% P/L | 8.19 % |
Total Transactions: | 96 | Log. Linearity: | 36.140 % |
Total | Long | Short | DK | CVI | |
---|---|---|---|---|---|
Total Profit/Loss | -9241.02 | -3669.74 | -5571.28 | 1517.37 | -10758.39 |
Total Profit | 5357.94 | 2628.47 | 2729.47 | 8244.11 | 4296.53 |
Total Loss | 14598.97 | 6298.21 | 8300.75 | 6726.75 | 15054.92 |
Profit Factor | 0.37 | 0.42 | 0.33 | 1.23 | 0.29 |
Trades | 24 | 13 | 11 | 24 | 24 |
Winning Trades | 12 | 5 | 7 | 11 | 10 |
Losing Trades | 12 | 8 | 4 | 13 | 14 |
% Profitable | 50.00 | 38.00 | 63.00 | 45.00 | 41.00 |
Profit/Loss Per Trade % | -25.52 | -34.20 | -13.78 | 0.00 | -24.30 |
Profit Per Trade % | 20.77 | 13.15 | 26.53 | 26.35 | 42.30 |
Loss Per Trade % | 47.61 | 46.86 | 49.14 | 38.28 | 37.46 |
Days In Trade | 358 | 229 | 129 | 358 | 358 |
Days In Trade (Avg. Per Trade) | 14.92 | 17.62 | 11.73 | 14.92 | 14.92 |
% Days In Trade | 8.92 | 5.71 | 3.21 | 8.92 | 8.92 |