Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TTE | TotalEnergies SE ADR | Energy | Oil & Gas Integrated | 165833 | 0.0445 | 71.63 | 1436022 |
SLB | Schlumberger NV | Energy | Oil & Gas Equipment & Services | 68122 | 0.0231 | 47.66 | 9584688 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 1000.00 | Final Equity: | 565.16 |
Total net P/L: | -434.84 | Total ROI: | -43.48 % |
CAGR: | -10.32 % | Max. DD: | 57.46 % |
System Score: | -0.604 | Sharpe Ratio: | -0.593 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 296.00 | Comm.% P/L | 213.20 % |
Total Transactions: | 296 | Log. Linearity: | 38.823 % |
Total | Long | Short | TTE | SLB | |
---|---|---|---|---|---|
Total Profit/Loss | -138.84 | -227.98 | 89.14 | 293.05 | -431.89 |
Total Profit | 1359.77 | 723.56 | 636.21 | 1653.92 | 1988.11 |
Total Loss | 1498.61 | 951.55 | 547.06 | 1360.87 | 2420.00 |
Profit Factor | 0.91 | 0.76 | 1.16 | 1.22 | 0.82 |
Trades | 74 | 36 | 38 | 74 | 74 |
Winning Trades | 48 | 23 | 25 | 40 | 41 |
Losing Trades | 26 | 13 | 13 | 34 | 33 |
% Profitable | 64.00 | 63.00 | 65.00 | 54.00 | 55.00 |
Profit/Loss Per Trade % | -0.30 | -0.73 | 0.11 | 0.06 | -1.06 |
Profit Per Trade % | 3.17 | 3.57 | 2.80 | 4.14 | 5.32 |
Loss Per Trade % | 6.04 | 7.33 | 4.75 | 4.18 | 7.35 |
Days In Trade | 955 | 446 | 509 | 955 | 955 |
Days In Trade (Avg. Per Trade) | 12.91 | 12.39 | 13.39 | 12.91 | 12.91 |
% Days In Trade | 49.92 | 23.31 | 26.61 | 49.92 | 49.92 |