Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
WTI | W&T Offshore Inc | Energy | Oil & Gas E&P | 377 | 0.016 | 2.41 | 2554992 |
USO | United States Oil Fund LP | 78.91 | 4159236 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 2733.13 |
Total net P/L: | -7266.87 | Total ROI: | -72.67 % |
CAGR: | -42.75 % | Max. DD: | 87.09 % |
System Score: | -10.951 | Sharpe Ratio: | -0.830 |
Start Date: | 2019-01-02 | End Date: | 2021-04-30 |
Total days: | 849 | ||
Commissions: | 708.62 | Comm.% P/L | 10.81 % |
Total Transactions: | 124 | Log. Linearity: | 63.512 % |
Total | Long | Short | WTI | USO | |
---|---|---|---|---|---|
Total Profit/Loss | -6558.25 | -1569.37 | -4988.88 | -13519.39 | 6961.14 |
Total Profit | 10398.56 | 4881.48 | 5517.08 | 9168.01 | 12840.69 |
Total Loss | 16956.81 | 6450.85 | 10505.96 | 22687.40 | 5879.55 |
Profit Factor | 0.61 | 0.76 | 0.53 | 0.40 | 2.18 |
Trades | 31 | 16 | 15 | 31 | 31 |
Winning Trades | 21 | 11 | 10 | 18 | 22 |
Losing Trades | 10 | 5 | 5 | 13 | 9 |
% Profitable | 67.00 | 68.00 | 66.00 | 58.00 | 70.00 |
Profit/Loss Per Trade % | -3.74 | -0.90 | -6.69 | -5.10 | 1.06 |
Profit Per Trade % | 7.24 | 6.02 | 8.60 | 7.28 | 6.39 |
Loss Per Trade % | 18.14 | 13.48 | 22.99 | 17.91 | 8.10 |
Days In Trade | 367 | 192 | 175 | 367 | 367 |
Days In Trade (Avg. Per Trade) | 11.84 | 12.00 | 11.67 | 11.84 | 11.84 |
% Days In Trade | 43.23 | 22.61 | 20.61 | 43.23 | 43.23 |