Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EOG | EOG Resources Inc | Energy | Oil & Gas E&P | 76481 | 0.0274 | 132.4 | 3140406 |
OXY | Occidental Petroleum Corporation | Energy | Oil & Gas E&P | 60581 | 0.0132 | 65.98 | 9226729 |
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: | 1000.00 | Final Equity: | 1077.54 |
Total net P/L: | 77.54 | Total ROI: | 7.75 % |
CAGR: | 37.29 % | Max. DD: | 10.89 % |
System Score: | 4.789 | Sharpe Ratio: | 0.510 |
Start Date: | 2021-01-04 | End Date: | 2021-03-31 |
Total days: | 86 | ||
Commissions: | 20.00 | Comm.% P/L | 20.50 % |
Total Transactions: | 20 | Log. Linearity: | 50.451 % |
Total | Long | Short | EOG | OXY | |
---|---|---|---|---|---|
Total Profit/Loss | 97.54 | -21.41 | 118.95 | 123.73 | -26.19 |
Total Profit | 136.95 | 0.00 | 136.95 | 274.00 | 226.81 |
Total Loss | 39.41 | 21.41 | 18.00 | 150.27 | 253.00 |
Profit Factor | 3.48 | 0.00 | 7.61 | 1.82 | 0.90 |
Trades | 5 | 2 | 3 | 5 | 5 |
Winning Trades | 2 | 0 | 2 | 3 | 3 |
Losing Trades | 3 | 2 | 1 | 2 | 2 |
% Profitable | 40.00 | 0.00 | 66.00 | 60.00 | 60.00 |
Profit/Loss Per Trade % | 1.89 | -1.02 | 3.88 | 1.83 | -1.18 |
Profit Per Trade % | 6.75 | 0.00 | 6.75 | 8.38 | 7.31 |
Loss Per Trade % | 1.22 | 1.02 | 1.64 | 7.24 | 11.57 |
Days In Trade | 45 | 31 | 14 | 45 | 45 |
Days In Trade (Avg. Per Trade) | 9.00 | 15.50 | 4.67 | 9.00 | 9.00 |
% Days In Trade | 52.33 | 36.05 | 16.28 | 52.33 | 52.33 |