Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EOG | EOG Resources Inc | Energy | Oil & Gas E&P | 75790 | 0.0275 | 131.76 | 3144148 |
FANG | Diamondback Energy Inc | Energy | Oil & Gas E&P | 36372 | 0.0398 | 199.6 | 1866660 |
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: | 9994.19 |
Total net P/L: | -5.81 | Total ROI: | -0.06 % |
CAGR: | -0.06 % | Max. DD: | 19.62 % |
System Score: | -0.000 | Sharpe Ratio: | 0.122 |
Start Date: | 2020-09-01 | End Date: | 2021-08-31 |
Total days: | 364 | ||
Commissions: | 36.23 | Comm.% P/L | 119.08 % |
Total Transactions: | 32 | Log. Linearity: | 6.985 % |
Total | Long | Short | EOG | FANG | |
---|---|---|---|---|---|
Total Profit/Loss | 30.42 | -1067.32 | 1097.75 | 2509.89 | -2479.47 |
Total Profit | 2246.49 | 856.03 | 1390.46 | 4725.49 | 4012.24 |
Total Loss | 2216.07 | 1923.36 | 292.71 | 2215.60 | 6491.71 |
Profit Factor | 1.01 | 0.45 | 4.75 | 2.13 | 0.62 |
Trades | 8 | 5 | 3 | 8 | 8 |
Winning Trades | 4 | 2 | 2 | 4 | 4 |
Losing Trades | 4 | 3 | 1 | 4 | 4 |
% Profitable | 50.00 | 40.00 | 66.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | 0.04 | -2.01 | 3.55 | 2.27 | -4.06 |
Profit Per Trade % | 5.70 | 4.50 | 6.90 | 10.94 | 9.90 |
Loss Per Trade % | 5.25 | 6.07 | 2.83 | 5.46 | 14.76 |
Days In Trade | 107 | 80 | 27 | 107 | 107 |
Days In Trade (Avg. Per Trade) | 13.38 | 16.00 | 9.00 | 13.38 | 13.38 |
% Days In Trade | 29.40 | 21.98 | 7.42 | 29.40 | 29.40 |