Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EOG | EOG Resources Inc | Energy | Oil & Gas E&P | 77999 | 0.0268 | 135.6 | 3117322 |
OXY | Occidental Petroleum Corporation | Energy | Oil & Gas E&P | 59739 | 0.0131 | 67.33 | 9186701 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 5 | Entry Mode: | Simple | 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: | 14223.73 |
Total net P/L: | 4223.73 | Total ROI: | 42.24 % |
CAGR: | 6.95 % | Max. DD: | 38.47 % |
System Score: | 0.764 | Sharpe Ratio: | 0.927 |
Start Date: | 2016-01-04 | End Date: | 2021-03-31 |
Total days: | 1913 | ||
Commissions: | 571.16 | Comm.% P/L | 11.91 % |
Total Transactions: | 412 | Log. Linearity: | 47.893 % |
Total | Long | Short | EOG | OXY | |
---|---|---|---|---|---|
Total Profit/Loss | 4794.89 | 4131.73 | 663.16 | 8600.48 | -3805.59 |
Total Profit | 20185.88 | 8389.73 | 11796.15 | 30930.03 | 24021.83 |
Total Loss | 15390.99 | 4258.00 | 11132.99 | 22329.55 | 27827.42 |
Profit Factor | 1.31 | 1.97 | 1.06 | 1.39 | 0.86 |
Trades | 103 | 41 | 62 | 103 | 103 |
Winning Trades | 57 | 27 | 30 | 56 | 46 |
Losing Trades | 46 | 14 | 32 | 47 | 57 |
% Profitable | 55.00 | 65.00 | 48.00 | 54.00 | 44.00 |
Profit/Loss Per Trade % | 0.39 | 0.92 | 0.04 | 0.54 | -0.69 |
Profit Per Trade % | 3.12 | 2.73 | 3.48 | 4.67 | 4.51 |
Loss Per Trade % | 2.77 | 2.44 | 2.92 | 4.06 | 3.97 |
Days In Trade | 609 | 242 | 367 | 609 | 609 |
Days In Trade (Avg. Per Trade) | 5.91 | 5.90 | 5.92 | 5.91 | 5.91 |
% Days In Trade | 31.83 | 12.65 | 19.18 | 31.83 | 31.83 |