| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ERF | Enerplus Corporation | Energy | Oil & Gas E&P | 4103 | 0.0129 | 20.09 | 2177800 |
| FANG | Diamondback Energy Inc | Energy | Oil & Gas E&P | 42882 | 0.0272 | 148.13 | 2189903 |
| 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 |