Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HAL | Halliburton Company | Energy | Oil & Gas Equipment & Services | 34322 | 0.0176 | 38.59 | 7139260 |
PXJ | Invesco Dynamic Oil & Gas Services ETF | 0.0045 | 31.64 | 44160 |
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: | 9011.29 |
Total net P/L: | -988.71 | Total ROI: | -9.89 % |
CAGR: | -1.88 % | Max. DD: | 23.80 % |
System Score: | -0.000 | Sharpe Ratio: | -0.382 |
Start Date: | 2015-01-02 | End Date: | 2020-06-30 |
Total days: | 2006 | ||
Commissions: | 505.10 | Comm.% P/L | 104.44 % |
Total Transactions: | 124 | Log. Linearity: | 1.089 % |
Total | Long | Short | HAL | PXJ | |
---|---|---|---|---|---|
Total Profit/Loss | -483.61 | -483.61 | 0.00 | -9762.77 | 9279.16 |
Total Profit | 4411.70 | 4411.70 | 0.00 | 6108.90 | 13985.58 |
Total Loss | 4895.31 | 4895.31 | 0.00 | 15871.67 | 4706.41 |
Profit Factor | 0.90 | 0.90 | 0.00 | 0.38 | 2.97 |
Trades | 31 | 31 | 0 | 31 | 31 |
Winning Trades | 22 | 22 | 0 | 13 | 20 |
Losing Trades | 9 | 9 | 0 | 18 | 11 |
% Profitable | 70.00 | 70.00 | 0.00 | 41.00 | 64.00 |
Profit/Loss Per Trade % | -0.18 | -0.18 | 0.00 | -4.63 | 2.32 |
Profit Per Trade % | 1.88 | 1.88 | 0.00 | 4.38 | 6.02 |
Loss Per Trade % | 4.65 | 4.65 | 0.00 | 7.13 | 4.02 |
Days In Trade | 358 | 358 | 0 | 358 | 358 |
Days In Trade (Avg. Per Trade) | 11.55 | 11.55 | 0.00 | 11.55 | 11.55 |
% Days In Trade | 17.85 | 17.85 | 0.00 | 17.85 | 17.85 |