Model: | Ratio |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
TLT | iShares Barclays 20+ Yr Treas.Bond (ETF) | NASDAQ | 6590 | -0.23 | 54.79 | 120.71 | 10520000 | 6080000 | |
XOM | Exxon Mobil Corporation | Energy | NYSE | 318320 | 0.92 | 4231.94 | 80.79 | 18840000 | 32110000 |
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: | 16200.54 |
Total net P/L: | 6200.54 | Total ROI: | 62.01 % |
CAGR: | 3.53 % | Max. DD: | 47.90 % |
System Score: | 0.117 | Sharpe Ratio: | 0.994 |
Start Date: | 2006-01-02 | End Date: | 2019-11-29 |
Total days: | 5079 | ||
Commissions: | 810.75 | Comm.% P/L | 11.56 % |
Total Transactions: | 796 | Log. Linearity: | 32.097 % |
Total | ![]() |
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TLT | XOM | |
---|---|---|---|---|---|
Total Profit/Loss | 7011.29 | 774.29 | 6237.00 | -1598.93 | 8610.22 |
Total Profit | 53310.51 | 19569.49 | 33741.02 | 23118.29 | 41371.93 |
Total Loss | 46299.22 | 18795.20 | 27504.02 | 24717.22 | 32761.71 |
Profit Factor | 1.15 | 1.04 | 1.23 | 0.94 | 1.26 |
Trades | 199 | 91 | 108 | 199 | 199 |
Winning Trades | 132 | 58 | 74 | 121 | 124 |
Losing Trades | 67 | 33 | 34 | 78 | 75 |
% Profitable | 66.00 | 63.00 | 68.00 | 60.00 | 62.00 |
Profit/Loss Per Trade % | 0.27 | -0.00 | 0.51 | -0.03 | 0.33 |
Profit Per Trade % | 2.95 | 2.41 | 3.37 | 1.39 | 2.45 |
Loss Per Trade % | 4.58 | 4.04 | 5.10 | 2.13 | 2.99 |
Days In Trade | 2415 | 1178 | 1237 | 2415 | 2415 |
Days In Trade (Avg. Per Trade) | 12.14 | 12.95 | 11.45 | 12.14 | 12.14 |
% Days In Trade | 47.55 | 23.19 | 24.36 | 47.55 | 47.55 |