| 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 | 243 | 0.0235 | 1.63 | 1770180 |
| USO | United States Oil Fund LP | 67.89 | 5957559 |
| 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 |