Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HES | Hess Corporation | Energy | Oil & Gas E&P | 49028 | 0.011 | 161.45 | 2736661 |
PEO | Adams Natural Resources Closed Fund | Financial Services | Asset Management | 534 | 0.0416 | 23.63 | 40299 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 5000.00 | Final Equity: | 12376.63 |
Total net P/L: | 7376.63 | Total ROI: | 147.53 % |
CAGR: | 237.46 % | Max. DD: | 9.23 % |
System Score: | 131.370 | Sharpe Ratio: | 2.572 |
Start Date: | 2020-01-02 | End Date: | 2020-09-30 |
Total days: | 272 | ||
Commissions: | 97.89 | Comm.% P/L | 1.31 % |
Total Transactions: | 40 | Log. Linearity: | 82.092 % |
Total | Long | Short | HES | PEO | |
---|---|---|---|---|---|
Total Profit/Loss | 7474.52 | 3601.93 | 3872.59 | 7529.74 | -55.22 |
Total Profit | 7575.47 | 3702.88 | 3872.59 | 8296.37 | 4295.00 |
Total Loss | 100.95 | 100.95 | 0.00 | 766.63 | 4350.22 |
Profit Factor | 75.04 | 36.68 | 0.00 | 10.82 | 0.99 |
Trades | 10 | 4 | 6 | 10 | 10 |
Winning Trades | 9 | 3 | 6 | 7 | 4 |
Losing Trades | 1 | 1 | 0 | 3 | 6 |
% Profitable | 90.00 | 75.00 | 100.00 | 70.00 | 40.00 |
Profit/Loss Per Trade % | 9.61 | 11.71 | 8.24 | 8.53 | -1.21 |
Profit Per Trade % | 10.99 | 16.70 | 8.24 | 14.64 | 15.59 |
Loss Per Trade % | 2.01 | 2.01 | 0.00 | 4.41 | 9.74 |
Days In Trade | 120 | 47 | 73 | 120 | 120 |
Days In Trade (Avg. Per Trade) | 12.00 | 11.75 | 12.17 | 12.00 | 12.00 |
% Days In Trade | 44.12 | 17.28 | 26.84 | 44.12 | 44.12 |