Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
XOM | Exxon Mobil Corp | Energy | Oil & Gas Integrated | 491898 | 0.0354 | 111.92 | 15792448 |
CVX | Chevron Corp | Energy | Oil & Gas Integrated | 278510 | 0.0417 | 156.21 | 7457323 |
Entry Threshold: | 1.30 | Exit Threshold: | -1.30 | ||
Max Duration: | 100 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 60 | ||||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10182.21 |
Total net P/L: | 182.21 | Total ROI: | 1.82 % |
CAGR: | 0.26 % | Max. DD: | 11.22 % |
System Score: | 0.000 | Sharpe Ratio: | 0.197 |
Start Date: | 2018-01-02 | End Date: | 2024-10-31 |
Total days: | 2494 | ||
Commissions: | 96.00 | Comm.% P/L | 34.51 % |
Total Transactions: | 96 | Log. Linearity: | 8.565 % |
Total | Long | Short | XOM | CVX | |
---|---|---|---|---|---|
Total Profit/Loss | 278.21 | 278.21 | 0.00 | 1487.08 | -1208.87 |
Total Profit | 2335.06 | 2335.06 | 0.00 | 6062.54 | 4942.53 |
Total Loss | 2056.85 | 2056.85 | 0.00 | 4575.46 | 6151.40 |
Profit Factor | 1.14 | 1.14 | 0.00 | 1.33 | 0.80 |
Trades | 24 | 24 | 0 | 24 | 24 |
Winning Trades | 15 | 15 | 0 | 15 | 11 |
Losing Trades | 9 | 9 | 0 | 9 | 13 |
% Profitable | 62.00 | 62.00 | 0.00 | 62.00 | 45.00 |
Profit/Loss Per Trade % | 0.12 | 0.12 | 0.00 | 0.43 | -0.64 |
Profit Per Trade % | 1.60 | 1.60 | 0.00 | 4.03 | 4.55 |
Loss Per Trade % | 2.28 | 2.28 | 0.00 | 5.14 | 4.66 |
Days In Trade | 1116 | 1116 | 0 | 1116 | 1116 |
Days In Trade (Avg. Per Trade) | 46.50 | 46.50 | 0.00 | 46.50 | 46.50 |
% Days In Trade | 44.75 | 44.75 | 0.00 | 44.75 | 44.75 |