Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ERF | Enerplus Corporation | Energy | Oil & Gas E&P | 3888 | 0.0136 | 19.38 | 1814397 |
FANG | Diamondback Energy Inc | Energy | Oil & Gas E&P | 34663 | 0.0418 | 196.53 | 1904800 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | Entry Mode: | Uptick | 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: | 10000.00 | Final Equity: | 10458.99 |
Total net P/L: | 458.99 | Total ROI: | 4.59 % |
CAGR: | 20.98 % | Max. DD: | 9.11 % |
System Score: | 0.675 | Sharpe Ratio: | 0.332 |
Start Date: | 2021-01-04 | End Date: | 2021-03-31 |
Total days: | 86 | ||
Commissions: | 54.77 | Comm.% P/L | 10.66 % |
Total Transactions: | 8 | Log. Linearity: | 31.803 % |
Total | Long | Short | ERF | FANG | |
---|---|---|---|---|---|
Total Profit/Loss | 513.76 | 186.57 | 327.19 | 1150.81 | -637.05 |
Total Profit | 513.76 | 186.57 | 327.19 | 1524.81 | 701.19 |
Total Loss | 0.00 | 0.00 | 0.00 | 374.00 | 1338.24 |
Profit Factor | 0.00 | 0.00 | 0.00 | 4.08 | 0.52 |
Trades | 2 | 1 | 1 | 2 | 2 |
Winning Trades | 2 | 1 | 1 | 1 | 1 |
Losing Trades | 0 | 0 | 0 | 1 | 1 |
% Profitable | 100.00 | 100.00 | 100.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | 2.54 | 1.87 | 3.23 | 5.37 | -3.78 |
Profit Per Trade % | 2.54 | 1.87 | 3.23 | 15.27 | 6.91 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 3.69 | 13.40 |
Days In Trade | 37 | 18 | 19 | 37 | 37 |
Days In Trade (Avg. Per Trade) | 18.50 | 18.00 | 19.00 | 18.50 | 18.50 |
% Days In Trade | 43.02 | 20.93 | 22.09 | 43.02 | 43.02 |