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: | 863.41 |
Total net P/L: | -136.59 | Total ROI: | -13.66 % |
CAGR: | -11.18 % | Max. DD: | 26.00 % |
System Score: | -3.120 | Sharpe Ratio: | -0.601 |
Start Date: | 2023-01-02 | End Date: | 2024-03-29 |
Total days: | 452 | ||
Commissions: | 72.00 | Comm.% P/L | 111.47 % |
Total Transactions: | 72 | Log. Linearity: | 65.339 % |
Total | Long | Short | TTE | SLB | |
---|---|---|---|---|---|
Total Profit/Loss | -64.59 | -83.51 | 18.92 | 149.37 | -213.96 |
Total Profit | 273.09 | 149.00 | 124.09 | 296.57 | 301.56 |
Total Loss | 337.68 | 232.51 | 105.17 | 147.20 | 515.52 |
Profit Factor | 0.81 | 0.64 | 1.18 | 2.01 | 0.58 |
Trades | 18 | 7 | 11 | 18 | 18 |
Winning Trades | 12 | 4 | 8 | 10 | 8 |
Losing Trades | 6 | 3 | 3 | 8 | 10 |
% Profitable | 66.00 | 57.00 | 72.00 | 55.00 | 44.00 |
Profit/Loss Per Trade % | -0.38 | -1.18 | 0.13 | 0.83 | -1.31 |
Profit Per Trade % | 2.45 | 4.11 | 1.63 | 3.16 | 3.99 |
Loss Per Trade % | 5.54 | 7.45 | 3.67 | 1.99 | 5.12 |
Days In Trade | 232 | 89 | 143 | 232 | 232 |
Days In Trade (Avg. Per Trade) | 12.89 | 12.71 | 13.00 | 12.89 | 12.89 |
% Days In Trade | 51.33 | 19.69 | 31.64 | 51.33 | 51.33 |