Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
XOP | SPDR® S&P Oil & Gas Exploration & Production ETF | 6863 | 0.0102 | 138.25 | 2963451 | ||
IYE | iShares U.S. Energy ETF | 0.0174 | 47.94 | 336124 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | SMA | 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: | 10000.00 | Final Equity: | 6584.54 |
Total net P/L: | -3415.46 | Total ROI: | -34.15 % |
CAGR: | -8.03 % | Max. DD: | 38.39 % |
System Score: | -4.834 | Sharpe Ratio: | -1.211 |
Start Date: | 2019-01-02 | End Date: | 2023-12-29 |
Total days: | 1822 | ||
Commissions: | 356.09 | Comm.% P/L | 11.64 % |
Total Transactions: | 292 | Log. Linearity: | 84.438 % |
Total | Long | Short | XOP | IYE | |
---|---|---|---|---|---|
Total Profit/Loss | -3059.37 | -1388.63 | -1670.74 | -3881.40 | 822.03 |
Total Profit | 5291.62 | 3173.64 | 2117.98 | 15970.89 | 13780.80 |
Total Loss | 8350.99 | 4562.27 | 3788.72 | 19852.29 | 12958.77 |
Profit Factor | 0.63 | 0.70 | 0.56 | 0.80 | 1.06 |
Trades | 73 | 37 | 36 | 73 | 73 |
Winning Trades | 39 | 20 | 19 | 46 | 31 |
Losing Trades | 34 | 17 | 17 | 27 | 42 |
% Profitable | 53.00 | 54.00 | 52.00 | 63.00 | 42.00 |
Profit/Loss Per Trade % | -0.51 | -0.46 | -0.56 | -0.87 | -0.13 |
Profit Per Trade % | 1.65 | 1.90 | 1.39 | 4.23 | 5.27 |
Loss Per Trade % | 2.89 | 3.12 | 2.66 | 8.62 | 3.80 |
Days In Trade | 1057 | 514 | 543 | 1057 | 1057 |
Days In Trade (Avg. Per Trade) | 14.48 | 13.89 | 15.08 | 14.48 | 14.48 |
% Days In Trade | 58.01 | 28.21 | 29.80 | 58.01 | 58.01 |