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 | 0.0115 | 123.23 | 3161450 | ||
USO | United States Oil Fund LP | 71.38 | 3661675 |
Entry Threshold: | 2.60 | Exit Threshold: | 0.00 | ||
Max Duration: | 100 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 75 | MA Type: | EMA | StdDev Period: | 75 |
RSI Period: | 75 | RSI Threshold: | 1 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 50000.00 | Final Equity: | 89851.33 |
Total net P/L: | 39851.33 | Total ROI: | 79.70 % |
CAGR: | 6.80 % | Max. DD: | 26.64 % |
System Score: | 4.400 | Sharpe Ratio: | 1.800 |
Start Date: | 2010-07-14 | End Date: | 2019-06-10 |
Total days: | 3253 | ||
Commissions: | 155.55 | Comm.% P/L | 0.39 % |
Total Transactions: | 72 | Log. Linearity: | 86.500 % |
Total | ![]() |
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XOP | USO | |
---|---|---|---|---|---|
Total Profit/Loss | 40006.88 | 20983.62 | 19023.26 | -7514.75 | 47521.63 |
Total Profit | 54459.29 | 23466.84 | 30992.45 | 42006.52 | 69388.81 |
Total Loss | 14452.41 | 2483.22 | 11969.19 | 49521.27 | 21867.18 |
Profit Factor | 3.77 | 9.45 | 2.59 | 0.85 | 3.17 |
Trades | 18 | 6 | 12 | 18 | 18 |
Winning Trades | 16 | 5 | 11 | 9 | 9 |
Losing Trades | 2 | 1 | 1 | 9 | 9 |
% Profitable | 88.00 | 83.00 | 91.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | 3.32 | 5.56 | 2.23 | -0.99 | 3.48 |
Profit Per Trade % | 5.76 | 7.42 | 5.01 | 8.83 | 12.49 |
Loss Per Trade % | 13.14 | 3.27 | 23.94 | 9.36 | 4.58 |
Days In Trade | 780 | 252 | 528 | 780 | 780 |
Days In Trade (Avg. Per Trade) | 43.33 | 42.00 | 44.00 | 43.33 | 43.33 |
% Days In Trade | 23.98 | 7.75 | 16.23 | 23.98 | 23.98 |