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Model: Ratio
HQ Backtest WTI vs USO
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 enabled Long enabled 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
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Trade Log
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FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.