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 | 135.36 | 3119718 |
OXY | Occidental Petroleum Corporation | Energy | Oil & Gas E&P | 59739 | 0.0131 | 67.88 | 9140103 |
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 |