Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FANG | Diamondback Energy Inc | Energy | Oil & Gas E&P | 35070 | 0.0413 | 198.17 | 1901944 |
VNOM | Viper Energy Ut | Energy | Oil & Gas Midstream | 6774 | 0.0481 | 38.46 | 719653 |
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: | 3078.07 |
Total net P/L: | 1078.07 | Total ROI: | 53.90 % |
CAGR: | 44.81 % | Max. DD: | 13.20 % |
System Score: | 29.580 | Sharpe Ratio: | 1.519 |
Start Date: | 2020-05-01 | End Date: | 2021-06-30 |
Total days: | 425 | ||
Commissions: | 83.92 | Comm.% P/L | 7.22 % |
Total Transactions: | 80 | Log. Linearity: | 87.068 % |
Total | Long | Short | FANG | VNOM | |
---|---|---|---|---|---|
Total Profit/Loss | 1161.99 | 421.25 | 740.74 | 1211.55 | -49.56 |
Total Profit | 1648.49 | 451.55 | 1196.94 | 2221.37 | 1054.65 |
Total Loss | 486.50 | 30.30 | 456.20 | 1009.82 | 1104.21 |
Profit Factor | 3.39 | 14.90 | 2.62 | 2.20 | 0.96 |
Trades | 20 | 6 | 14 | 20 | 20 |
Winning Trades | 13 | 4 | 9 | 12 | 9 |
Losing Trades | 7 | 2 | 5 | 8 | 11 |
% Profitable | 65.00 | 66.00 | 64.00 | 60.00 | 45.00 |
Profit/Loss Per Trade % | 2.34 | 2.75 | 2.17 | 2.50 | -0.51 |
Profit Per Trade % | 5.06 | 4.51 | 5.31 | 7.61 | 4.17 |
Loss Per Trade % | 2.46 | 0.68 | 3.19 | 4.56 | 4.03 |
Days In Trade | 171 | 62 | 109 | 171 | 171 |
Days In Trade (Avg. Per Trade) | 8.55 | 10.33 | 7.79 | 8.55 | 8.55 |
% Days In Trade | 40.24 | 14.59 | 25.65 | 40.24 | 40.24 |