Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
KRP | Kimbell Royalty Partners LP | Energy | Oil & Gas E&P | 1515 | 0.1347 | 14.17 | 691878 |
UUP | Invesco DB US Dollar Index Bullish Fund | 0 | 27.22 | 1122488 |
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: | 15117.62 |
Total net P/L: | 5117.62 | Total ROI: | 51.18 % |
CAGR: | 31.89 % | Max. DD: | 10.14 % |
System Score: | 25.877 | Sharpe Ratio: | 1.814 |
Start Date: | 2024-01-02 | End Date: | 2025-06-30 |
Total days: | 545 | ||
Commissions: | 313.71 | Comm.% P/L | 5.78 % |
Total Transactions: | 100 | Log. Linearity: | 93.274 % |
Total | ![]() |
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KRP | UUP | |
---|---|---|---|---|---|
Total Profit/Loss | 5431.33 | 2622.06 | 2809.27 | 3876.67 | 1554.66 |
Total Profit | 6712.68 | 3214.58 | 3498.10 | 5682.51 | 2544.15 |
Total Loss | 1281.35 | 592.52 | 688.83 | 1805.84 | 989.49 |
Profit Factor | 5.24 | 5.43 | 5.08 | 3.15 | 2.57 |
Trades | 25 | 13 | 12 | 25 | 25 |
Winning Trades | 19 | 9 | 10 | 20 | 15 |
Losing Trades | 6 | 4 | 2 | 5 | 10 |
% Profitable | 76.00 | 69.00 | 83.00 | 80.00 | 60.00 |
Profit/Loss Per Trade % | 1.77 | 1.52 | 2.04 | 1.28 | 0.47 |
Profit Per Trade % | 2.82 | 2.72 | 2.91 | 2.28 | 1.31 |
Loss Per Trade % | 1.46 | 1.11 | 2.16 | 2.58 | 0.77 |
Days In Trade | 301 | 163 | 138 | 301 | 301 |
Days In Trade (Avg. Per Trade) | 12.04 | 12.54 | 11.50 | 12.04 | 12.04 |
% Days In Trade | 55.23 | 29.91 | 25.32 | 55.23 | 55.23 |