Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EC | Ecopetrol SA ADR | Energy | Oil & Gas Integrated | 19223 | 0.3587 | 9.34 | 2089253 |
SHEL | Shell PLC ADR | Energy | Oil & Gas Integrated | 200566 | 0.0391 | 58.78 | 4885568 |
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: | 12336.42 |
Total net P/L: | 2336.42 | Total ROI: | 23.36 % |
CAGR: | 7.26 % | Max. DD: | 18.76 % |
System Score: | 0.753 | Sharpe Ratio: | 0.705 |
Start Date: | 2019-05-13 | End Date: | 2022-05-11 |
Total days: | 1094 | ||
Commissions: | 137.98 | Comm.% P/L | 5.58 % |
Total Transactions: | 44 | Log. Linearity: | 47.000 % |
Total | ![]() |
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EC | SHEL | |
---|---|---|---|---|---|
Total Profit/Loss | 2474.40 | 337.98 | 2136.42 | 15243.57 | -12769.17 |
Total Profit | 4889.64 | 2194.83 | 2694.81 | 17651.25 | 2664.41 |
Total Loss | 2415.24 | 1856.85 | 558.39 | 2407.68 | 15433.58 |
Profit Factor | 2.02 | 1.18 | 4.83 | 7.33 | 0.17 |
Trades | 11 | 3 | 8 | 11 | 11 |
Winning Trades | 7 | 1 | 6 | 9 | 4 |
Losing Trades | 4 | 2 | 2 | 2 | 7 |
% Profitable | 63.00 | 33.00 | 75.00 | 81.00 | 36.00 |
Profit/Loss Per Trade % | 2.03 | 1.42 | 2.26 | 10.39 | -11.52 |
Profit Per Trade % | 6.12 | 20.64 | 3.87 | 15.61 | 5.81 |
Loss Per Trade % | 4.69 | 7.02 | 2.41 | 10.35 | 17.76 |
Days In Trade | 257 | 75 | 182 | 257 | 257 |
Days In Trade (Avg. Per Trade) | 23.36 | 25.00 | 22.75 | 23.36 | 23.36 |
% Days In Trade | 23.49 | 6.86 | 16.64 | 23.49 | 23.49 |