Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
COP | ConocoPhillips | Energy | Oil & Gas E&P | 128683 | 0.0311 | 99.48 | 6445394 |
MRO | Marathon Oil Corporation | Energy | Oil & Gas E&P | 15971 | 0.0154 | 28.55 | 7916194 |
Entry Threshold: | 2.70 | Exit Threshold: | 1.00 | ||
Max Duration: | 40 | 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: | 5000.00 | Final Equity: | 6236.14 |
Total net P/L: | 1236.14 | Total ROI: | 24.72 % |
CAGR: | 4.11 % | Max. DD: | 27.16 % |
System Score: | 2.269 | Sharpe Ratio: | 0.780 |
Start Date: | 2019-01-02 | End Date: | 2024-06-28 |
Total days: | 2004 | ||
Commissions: | 295.39 | Comm.% P/L | 19.29 % |
Total Transactions: | 176 | Log. Linearity: | 82.057 % |
Total | ![]() |
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COP | MRO | |
---|---|---|---|---|---|
Total Profit/Loss | 1531.53 | 1270.45 | 261.08 | 1156.76 | 374.77 |
Total Profit | 3652.77 | 2168.57 | 1484.20 | 6916.41 | 7163.38 |
Total Loss | 2121.24 | 898.12 | 1223.12 | 5759.65 | 6788.61 |
Profit Factor | 1.72 | 2.41 | 1.21 | 1.20 | 1.06 |
Trades | 44 | 21 | 23 | 44 | 44 |
Winning Trades | 30 | 17 | 13 | 20 | 27 |
Losing Trades | 14 | 4 | 10 | 24 | 17 |
% Profitable | 68.00 | 80.00 | 56.00 | 45.00 | 61.00 |
Profit/Loss Per Trade % | 0.62 | 1.10 | 0.18 | 0.35 | -0.50 |
Profit Per Trade % | 2.12 | 2.19 | 2.03 | 6.03 | 4.52 |
Loss Per Trade % | 2.42 | 3.18 | 2.12 | 4.02 | 6.78 |
Days In Trade | 256 | 124 | 132 | 256 | 256 |
Days In Trade (Avg. Per Trade) | 5.82 | 5.90 | 5.74 | 5.82 | 5.82 |
% Days In Trade | 12.77 | 6.19 | 6.59 | 12.77 | 12.77 |