Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CVX | Chevron Corp | Energy | Oil & Gas Integrated | 301976 | 0.0399 | 165.28 | 8875103 |
SJI | South Jersey Industries Inc | Utilities | Utilities-Diversified | 4420 | 0.0343 | 36.09 | 1496197 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 28662.04 |
Total net P/L: | 18662.04 | Total ROI: | 186.62 % |
CAGR: | 39.64 % | Max. DD: | 37.01 % |
System Score: | 34.853 | Sharpe Ratio: | 2.140 |
Start Date: | 2018-01-02 | End Date: | 2021-02-26 |
Total days: | 1151 | ||
Commissions: | 389.90 | Comm.% P/L | 2.05 % |
Total Transactions: | 184 | Log. Linearity: | 95.798 % |
Total | Long | Short | CVX | SJI | |
---|---|---|---|---|---|
Total Profit/Loss | 19051.94 | 7650.00 | 11401.94 | 5183.39 | 13868.55 |
Total Profit | 22397.92 | 9045.81 | 13352.11 | 17844.70 | 22634.38 |
Total Loss | 3345.98 | 1395.81 | 1950.17 | 12661.31 | 8765.83 |
Profit Factor | 6.69 | 6.48 | 6.85 | 1.41 | 2.58 |
Trades | 46 | 21 | 25 | 46 | 46 |
Winning Trades | 40 | 18 | 22 | 26 | 33 |
Losing Trades | 6 | 3 | 3 | 20 | 13 |
% Profitable | 86.00 | 85.00 | 88.00 | 56.00 | 71.00 |
Profit/Loss Per Trade % | 2.37 | 2.13 | 2.56 | 0.46 | 1.70 |
Profit Per Trade % | 3.19 | 2.93 | 3.40 | 3.68 | 3.95 |
Loss Per Trade % | 2.93 | 2.51 | 3.35 | 3.48 | 3.59 |
Days In Trade | 466 | 207 | 259 | 466 | 466 |
Days In Trade (Avg. Per Trade) | 10.13 | 9.86 | 10.36 | 10.13 | 10.13 |
% Days In Trade | 40.49 | 17.98 | 22.50 | 40.49 | 40.49 |