| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| EOG | EOG Resources Inc | Energy | Oil & Gas E&P | 75334 | 0.0276 | 140.42 | 4131266 |
| FANG | Diamondback Energy Inc | Energy | Oil & Gas E&P | 53770 | 0.0205 | 190.62 | 2243528 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 15 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 12 | MA Type: | SMA | StdDev Period: | 12 |
| 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: | 13343.87 |
| Total net P/L: | 3343.87 | Total ROI: | 33.44 % |
| CAGR: | 33.87 % | Max. DD: | 7.30 % |
| System Score: | 20.912 | Sharpe Ratio: | 1.834 |
| Start Date: | 2022-01-03 | End Date: | 2022-12-30 |
| Total days: | 361 | ||
| Commissions: | 88.00 | Comm.% P/L | 2.56 % |
| Total Transactions: | 88 | Log. Linearity: | 85.155 % |
| Total | Long |
Short |
EOG | FANG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3431.87 | 2068.84 | 1363.03 | 5378.41 | -1946.55 |
| Total Profit | 4380.08 | 2793.07 | 1587.00 | 7898.80 | 4413.35 |
| Total Loss | 948.21 | 724.23 | 223.98 | 2520.39 | 6359.90 |
| Profit Factor | 4.62 | 3.86 | 7.09 | 3.13 | 0.69 |
| Trades | 22 | 11 | 11 | 22 | 22 |
| Winning Trades | 18 | 9 | 9 | 15 | 9 |
| Losing Trades | 4 | 2 | 2 | 7 | 13 |
| % Profitable | 81.00 | 81.00 | 81.00 | 68.00 | 40.00 |
| Profit/Loss Per Trade % | 1.35 | 1.66 | 1.05 | 1.98 | -0.82 |
| Profit Per Trade % | 2.08 | 2.68 | 1.48 | 4.41 | 4.08 |
| Loss Per Trade % | 1.84 | 2.82 | 0.86 | 2.97 | 3.99 |
| Days In Trade | 217 | 97 | 120 | 217 | 217 |
| Days In Trade (Avg. Per Trade) | 9.86 | 8.82 | 10.91 | 9.86 | 9.86 |
| % Days In Trade | 60.11 | 26.87 | 33.24 | 60.11 | 60.11 |