| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| EOG | EOG Resources Inc | Energy | Oil & Gas E&P | 55653 | 0.0384 | 101.93 | 3768276 |
| OXY | Occidental Petroleum Corporation | Energy | Oil & Gas E&P | 39034 | 0.0237 | 39.62 | 11207591 |
| 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: | 13061.64 |
| Total net P/L: | 3061.64 | Total ROI: | 30.62 % |
| CAGR: | 30.71 % | Max. DD: | 19.26 % |
| System Score: | 4.778 | Sharpe Ratio: | 1.045 |
| Start Date: | 2020-04-01 | End Date: | 2021-03-31 |
| Total days: | 364 | ||
| Commissions: | 196.46 | Comm.% P/L | 6.03 % |
| Total Transactions: | 80 | Log. Linearity: | 53.783 % |
| Total | Long |
Short |
EOG | OXY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3258.10 | 186.51 | 3071.59 | -354.66 | 3612.76 |
| Total Profit | 5747.20 | 1778.51 | 3968.69 | 6718.12 | 9591.87 |
| Total Loss | 2489.10 | 1592.00 | 897.10 | 7072.78 | 5979.11 |
| Profit Factor | 2.31 | 1.12 | 4.42 | 0.95 | 1.60 |
| Trades | 20 | 8 | 12 | 20 | 20 |
| Winning Trades | 12 | 5 | 7 | 8 | 12 |
| Losing Trades | 8 | 3 | 5 | 12 | 8 |
| % Profitable | 60.00 | 62.00 | 58.00 | 40.00 | 60.00 |
| Profit/Loss Per Trade % | 1.43 | 0.21 | 2.25 | -0.63 | 1.49 |
| Profit Per Trade % | 4.23 | 3.05 | 5.08 | 6.97 | 7.21 |
| Loss Per Trade % | 2.56 | 4.28 | 1.55 | 5.24 | 6.19 |
| Days In Trade | 115 | 51 | 64 | 115 | 115 |
| Days In Trade (Avg. Per Trade) | 5.75 | 6.38 | 5.33 | 5.75 | 5.75 |
| % Days In Trade | 31.59 | 14.01 | 17.58 | 31.59 | 31.59 |