Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PBR | Petroleo Brasileiro Petrobras SA ADR | Energy | Oil & Gas Integrated | 78522 | 0.1842 | 12.6 | 18702761 |
PBR.A | Petróleo Brasileiro S.A. - Petrobras | Energy | Oil & Gas Integrated | 78522 | 0.1997 | 11.53 | 5923385 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 14847.61 |
Total net P/L: | 4847.61 | Total ROI: | 48.48 % |
CAGR: | 7.83 % | Max. DD: | 8.28 % |
System Score: | 6.848 | Sharpe Ratio: | 2.207 |
Start Date: | 2017-01-02 | End Date: | 2022-03-31 |
Total days: | 1914 | ||
Commissions: | 1385.03 | Comm.% P/L | 22.22 % |
Total Transactions: | 236 | Log. Linearity: | 95.635 % |
Total | ![]() |
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PBR | PBR.A | |
---|---|---|---|---|---|
Total Profit/Loss | 6232.64 | 3314.78 | 2917.86 | -8440.15 | 14672.79 |
Total Profit | 8858.12 | 4406.61 | 4451.50 | 18576.64 | 30179.07 |
Total Loss | 2625.48 | 1091.84 | 1533.64 | 27016.79 | 15506.28 |
Profit Factor | 3.37 | 4.04 | 2.90 | 0.69 | 1.95 |
Trades | 59 | 30 | 29 | 59 | 59 |
Winning Trades | 48 | 24 | 24 | 26 | 39 |
Losing Trades | 11 | 6 | 5 | 33 | 20 |
% Profitable | 81.00 | 80.00 | 82.00 | 44.00 | 66.00 |
Profit/Loss Per Trade % | 0.87 | 0.86 | 0.87 | -1.34 | 1.34 |
Profit Per Trade % | 1.54 | 1.50 | 1.57 | 6.02 | 6.08 |
Loss Per Trade % | 1.98 | 1.60 | 2.44 | 6.42 | 6.53 |
Days In Trade | 650 | 334 | 316 | 650 | 650 |
Days In Trade (Avg. Per Trade) | 11.02 | 11.13 | 10.90 | 11.02 | 11.02 |
% Days In Trade | 33.96 | 17.45 | 16.51 | 33.96 | 33.96 |