Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FANG | Diamondback Energy Inc | Energy | Oil & Gas E&P | 36372 | 0.0398 | 201.15 | 1864319 |
MRO | Marathon Oil Corporation | Energy | Oil & Gas E&P | 16441 | 0.0155 | 27.68 | 10292095 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | EMA | 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: | 10000.00 | Final Equity: | 10559.37 |
Total net P/L: | 559.37 | Total ROI: | 5.59 % |
CAGR: | 0.97 % | Max. DD: | 44.60 % |
System Score: | 0.013 | Sharpe Ratio: | 0.407 |
Start Date: | 2016-01-04 | End Date: | 2021-08-31 |
Total days: | 2066 | ||
Commissions: | 619.59 | Comm.% P/L | 52.55 % |
Total Transactions: | 252 | Log. Linearity: | 23.530 % |
Total | Long | Short | FANG | MRO | |
---|---|---|---|---|---|
Total Profit/Loss | 1178.96 | 3142.99 | -1964.03 | 4031.93 | -2852.97 |
Total Profit | 12176.86 | 6671.60 | 5505.26 | 17510.30 | 17736.18 |
Total Loss | 10997.90 | 3528.61 | 7469.29 | 13478.37 | 20589.15 |
Profit Factor | 1.11 | 1.89 | 0.74 | 1.30 | 0.86 |
Trades | 63 | 31 | 32 | 63 | 63 |
Winning Trades | 43 | 22 | 21 | 31 | 35 |
Losing Trades | 20 | 9 | 11 | 32 | 28 |
% Profitable | 68.00 | 70.00 | 65.00 | 49.00 | 55.00 |
Profit/Loss Per Trade % | 0.20 | 1.28 | -0.83 | 0.38 | -0.89 |
Profit Per Trade % | 3.51 | 3.79 | 3.23 | 6.40 | 5.94 |
Loss Per Trade % | 5.95 | 4.39 | 7.24 | 4.75 | 8.16 |
Days In Trade | 891 | 417 | 474 | 891 | 891 |
Days In Trade (Avg. Per Trade) | 14.14 | 13.45 | 14.81 | 14.14 | 14.14 |
% Days In Trade | 43.13 | 20.18 | 22.94 | 43.13 | 43.13 |