Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
APA | APA Corporation | Energy | Oil & Gas E&P | 7257 | 0.0547 | 20.11 | 7620369 |
DVN | Devon Energy Corporation | Energy | Oil & Gas E&P | 21812 | 0.0302 | 33.97 | 9421183 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 7734.00 |
Total net P/L: | -2266.00 | Total ROI: | -22.66 % |
CAGR: | -15.81 % | Max. DD: | 29.37 % |
System Score: | -4.426 | Sharpe Ratio: | -0.994 |
Start Date: | 2024-01-02 | End Date: | 2025-06-30 |
Total days: | 545 | ||
Commissions: | 120.81 | Comm.% P/L | 5.63 % |
Total Transactions: | 84 | Log. Linearity: | 65.416 % |
Total | ![]() |
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APA | DVN | |
---|---|---|---|---|---|
Total Profit/Loss | -2145.19 | -1457.30 | -687.89 | -2483.97 | 338.78 |
Total Profit | 3037.61 | 1305.85 | 1731.76 | 3574.89 | 4950.56 |
Total Loss | 5182.80 | 2763.15 | 2419.65 | 6058.86 | 4611.78 |
Profit Factor | 0.59 | 0.47 | 0.72 | 0.59 | 1.07 |
Trades | 21 | 12 | 9 | 21 | 21 |
Winning Trades | 11 | 5 | 6 | 10 | 14 |
Losing Trades | 10 | 7 | 3 | 11 | 7 |
% Profitable | 52.00 | 41.00 | 66.00 | 47.00 | 66.00 |
Profit/Loss Per Trade % | -1.15 | -1.36 | -0.87 | -1.47 | 0.06 |
Profit Per Trade % | 3.09 | 2.84 | 3.30 | 3.92 | 3.90 |
Loss Per Trade % | 5.46 | 4.13 | 8.63 | 5.91 | 7.09 |
Days In Trade | 335 | 211 | 124 | 335 | 335 |
Days In Trade (Avg. Per Trade) | 15.95 | 17.58 | 13.78 | 15.95 | 15.95 |
% Days In Trade | 61.47 | 38.72 | 22.75 | 61.47 | 61.47 |