Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VLO | Valero Energy Corporation | Energy | Oil & Gas Refining & Marketing | 53994 | 0.0261 | 163.89 | 3455816 |
MPC | Marathon Petroleum Corp | Energy | Oil & Gas Refining & Marketing | 70273 | 0.0169 | 196.38 | 3094578 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 10 | 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: | 2000.00 | Final Equity: | 1805.64 |
Total net P/L: | -194.36 | Total ROI: | -9.72 % |
CAGR: | -8.41 % | Max. DD: | 25.17 % |
System Score: | -0.000 | Sharpe Ratio: | -0.335 |
Start Date: | 2020-05-01 | End Date: | 2021-06-30 |
Total days: | 425 | ||
Commissions: | 60.00 | Comm.% P/L | 44.66 % |
Total Transactions: | 60 | Log. Linearity: | 1.640 % |
Total | Long | Short | VLO | MPC | |
---|---|---|---|---|---|
Total Profit/Loss | -134.36 | -167.56 | 33.20 | 732.65 | -867.01 |
Total Profit | 300.81 | 240.37 | 60.44 | 1339.09 | 466.65 |
Total Loss | 435.17 | 407.93 | 27.24 | 606.44 | 1333.66 |
Profit Factor | 0.69 | 0.59 | 2.22 | 2.21 | 0.35 |
Trades | 15 | 12 | 3 | 15 | 15 |
Winning Trades | 7 | 6 | 1 | 8 | 7 |
Losing Trades | 8 | 6 | 2 | 7 | 8 |
% Profitable | 46.00 | 50.00 | 33.00 | 53.00 | 46.00 |
Profit/Loss Per Trade % | -0.45 | -0.72 | 0.63 | 2.33 | -3.82 |
Profit Per Trade % | 2.49 | 2.32 | 3.51 | 9.07 | 3.73 |
Loss Per Trade % | 2.91 | 3.63 | 0.77 | 4.66 | 9.05 |
Days In Trade | 164 | 136 | 28 | 164 | 164 |
Days In Trade (Avg. Per Trade) | 10.93 | 11.33 | 9.33 | 10.93 | 10.93 |
% Days In Trade | 38.59 | 32.00 | 6.59 | 38.59 | 38.59 |