Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
USO | United States Oil Fund LP | 77.4 | 3046503 | ||||
UNG | United States Natural Gas Fund LP | 18.21 | 7702382 |
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: | 10000.00 | Final Equity: | 10495.04 |
Total net P/L: | 495.04 | Total ROI: | 4.95 % |
CAGR: | 0.97 % | Max. DD: | 63.05 % |
System Score: | 0.002 | Sharpe Ratio: | 0.627 |
Start Date: | 2019-01-02 | End Date: | 2023-12-29 |
Total days: | 1822 | ||
Commissions: | 367.48 | Comm.% P/L | 42.61 % |
Total Transactions: | 304 | Log. Linearity: | 12.410 % |
Total | ![]() |
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USO | UNG | |
---|---|---|---|---|---|
Total Profit/Loss | 862.52 | 1155.89 | -293.37 | -610.24 | 1472.76 |
Total Profit | 43908.99 | 17768.39 | 26140.60 | 25249.08 | 40577.05 |
Total Loss | 43046.47 | 16612.50 | 26433.97 | 25859.32 | 39104.29 |
Profit Factor | 1.02 | 1.07 | 0.99 | 0.98 | 1.04 |
Trades | 76 | 31 | 45 | 76 | 76 |
Winning Trades | 51 | 21 | 30 | 43 | 48 |
Losing Trades | 25 | 10 | 15 | 33 | 28 |
% Profitable | 67.00 | 67.00 | 66.00 | 56.00 | 63.00 |
Profit/Loss Per Trade % | 0.11 | -0.17 | 0.30 | -0.66 | 0.41 |
Profit Per Trade % | 7.02 | 6.95 | 7.07 | 4.65 | 6.96 |
Loss Per Trade % | 11.72 | 12.23 | 11.39 | 6.26 | 9.09 |
Days In Trade | 929 | 358 | 571 | 929 | 929 |
Days In Trade (Avg. Per Trade) | 12.22 | 11.55 | 12.69 | 12.22 | 12.22 |
% Days In Trade | 50.99 | 19.65 | 31.34 | 50.99 | 50.99 |