| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| USO | United States Oil Fund LP | 67.98 | 5998416 | ||||
| UNG | United States Natural Gas Fund LP | 12.64 | 9338213 |
| 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 | Long |
Short |
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 |