Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EC | Ecopetrol SA ADR | Energy | Oil & Gas Integrated | 18729 | 0.2702 | 9.11 | 2577557 |
SHEL | Shell PLC ADR | Energy | Oil & Gas Integrated | 209254 | 0.0407 | 71.26 | 4671628 |
Entry Threshold: | 2.70 | Exit Threshold: | 0.50 | ||
Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 50 | MA Type: | EMA | StdDev Period: | 50 |
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: | 9679.13 |
Total net P/L: | -320.87 | Total ROI: | -3.21 % |
CAGR: | -0.61 % | Max. DD: | 30.54 % |
System Score: | -0.000 | Sharpe Ratio: | 0.171 |
Start Date: | 2017-01-02 | End Date: | 2022-04-29 |
Total days: | 1943 | ||
Commissions: | 159.86 | Comm.% P/L | 99.28 % |
Total Transactions: | 68 | Log. Linearity: | 5.184 % |
Total | ![]() |
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EC | SHEL | |
---|---|---|---|---|---|
Total Profit/Loss | -161.01 | 686.47 | -847.48 | 8827.20 | -8988.21 |
Total Profit | 4517.86 | 2141.39 | 2376.47 | 13979.25 | 3778.47 |
Total Loss | 4678.87 | 1454.92 | 3223.95 | 5152.05 | 12766.68 |
Profit Factor | 0.97 | 1.47 | 0.74 | 2.71 | 0.30 |
Trades | 17 | 4 | 13 | 17 | 17 |
Winning Trades | 9 | 2 | 7 | 10 | 8 |
Losing Trades | 8 | 2 | 6 | 7 | 9 |
% Profitable | 52.00 | 50.00 | 53.00 | 58.00 | 47.00 |
Profit/Loss Per Trade % | -0.09 | 2.11 | -0.76 | 4.37 | -7.00 |
Profit Per Trade % | 5.60 | 12.12 | 3.81 | 14.15 | 5.29 |
Loss Per Trade % | 5.98 | 7.01 | 5.64 | 8.02 | 14.45 |
Days In Trade | 429 | 85 | 344 | 429 | 429 |
Days In Trade (Avg. Per Trade) | 25.24 | 21.25 | 26.46 | 25.24 | 25.24 |
% Days In Trade | 22.08 | 4.37 | 17.70 | 22.08 | 22.08 |