| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XOM | Exxon Mobil Corp | Energy | Oil & Gas Integrated | 488952 | 0 | 114.36 | 16272094 |
| CVX | Chevron Corp | Energy | Oil & Gas Integrated | 317778 | 0 | 157.72 | 8895077 |
| 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 |