| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KRP | Kimbell Royalty Partners LP | Energy | Oil & Gas E&P | 1226 | 0.1397 | 11.36 | 580503 |
| MRC | MRC Global Inc | Energy | Oil & Gas Equipment & Services | 1171 | 13.78 | 826504 |
| Entry Threshold: | 2.70 | Exit Threshold: | 0.50 | ||
| Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 50 | MA Type: | SMA | 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: | 19884.99 |
| Total net P/L: | 9884.99 | Total ROI: | 98.85 % |
| CAGR: | 14.60 % | Max. DD: | 51.80 % |
| System Score: | 8.340 | Sharpe Ratio: | 1.418 |
| Start Date: | 2017-04-14 | End Date: | 2022-04-29 |
| Total days: | 1841 | ||
| Commissions: | 662.40 | Comm.% P/L | 6.28 % |
| Total Transactions: | 68 | Log. Linearity: | 82.974 % |
| Total | Long |
Short |
KRP | MRC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 10547.39 | 2707.21 | 7840.18 | 16609.25 | -6061.86 |
| Total Profit | 28948.66 | 9879.07 | 19069.59 | 32523.56 | 14902.30 |
| Total Loss | 18401.27 | 7171.86 | 11229.41 | 15914.31 | 20964.16 |
| Profit Factor | 1.57 | 1.38 | 1.70 | 2.04 | 0.71 |
| Trades | 17 | 7 | 10 | 17 | 17 |
| Winning Trades | 14 | 6 | 8 | 14 | 9 |
| Losing Trades | 3 | 1 | 2 | 3 | 8 |
| % Profitable | 82.00 | 85.00 | 80.00 | 82.00 | 52.00 |
| Profit/Loss Per Trade % | 4.30 | 1.95 | 5.99 | 6.01 | -2.59 |
| Profit Per Trade % | 10.28 | 7.65 | 12.29 | 11.60 | 6.52 |
| Loss Per Trade % | 18.58 | 26.48 | 14.82 | 15.64 | 10.69 |
| Days In Trade | 346 | 166 | 180 | 346 | 346 |
| Days In Trade (Avg. Per Trade) | 20.35 | 23.71 | 18.00 | 20.35 | 20.35 |
| % Days In Trade | 18.79 | 9.02 | 9.78 | 18.79 | 18.79 |