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: | 75 | 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: | 135568.55 |
Total net P/L: | 85568.55 | Total ROI: | 171.14 % |
CAGR: | 6.92 % | Max. DD: | 97.49 % |
System Score: | 2.225 | Sharpe Ratio: | 1.238 |
Start Date: | 2010-07-14 | End Date: | 2025-06-06 |
Total days: | 5441 | ||
Commissions: | 620.77 | Comm.% P/L | 0.72 % |
Total Transactions: | 140 | Log. Linearity: | 68.503 % |
Total | ![]() |
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XOP | USO | |
---|---|---|---|---|---|
Total Profit/Loss | 86189.32 | 77088.18 | 9101.14 | -29058.27 | 115247.59 |
Total Profit | 156950.72 | 88266.63 | 68684.09 | 148359.63 | 206113.55 |
Total Loss | 70761.40 | 11178.45 | 59582.95 | 177417.90 | 90865.96 |
Profit Factor | 2.22 | 7.90 | 1.15 | 0.84 | 2.27 |
Trades | 35 | 17 | 18 | 35 | 35 |
Winning Trades | 31 | 15 | 16 | 18 | 20 |
Losing Trades | 4 | 2 | 2 | 17 | 15 |
% Profitable | 88.00 | 88.00 | 88.00 | 51.00 | 57.00 |
Profit/Loss Per Trade % | 2.91 | 5.49 | 0.54 | -1.23 | 2.63 |
Profit Per Trade % | 6.35 | 7.03 | 5.72 | 10.64 | 11.08 |
Loss Per Trade % | 16.97 | 5.35 | 29.88 | 10.73 | 7.10 |
Days In Trade | 1411 | 703 | 708 | 1411 | 1411 |
Days In Trade (Avg. Per Trade) | 40.31 | 41.35 | 39.33 | 40.31 | 40.31 |
% Days In Trade | 25.93 | 12.92 | 13.01 | 25.93 | 25.93 |