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 | 1501 | 0.1189 | 13.54 | 704630 |
UUP | Invesco DB US Dollar Index Bullish Fund | 0 | 27.48 | 1208455 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 50 | 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: | 5386.70 |
Total net P/L: | -4613.30 | Total ROI: | -46.13 % |
CAGR: | -10.49 % | Max. DD: | 78.75 % |
System Score: | -0.000 | Sharpe Ratio: | -0.157 |
Start Date: | 2020-01-02 | End Date: | 2025-07-31 |
Total days: | 2037 | ||
Commissions: | 395.69 | Comm.% P/L | 9.38 % |
Total Transactions: | 288 | Log. Linearity: | 0.199 % |
Total | ![]() |
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KRP | UUP | |
---|---|---|---|---|---|
Total Profit/Loss | -4217.61 | -4425.67 | 208.06 | -4788.02 | 570.41 |
Total Profit | 7076.93 | 3329.86 | 3747.07 | 6499.64 | 2107.39 |
Total Loss | 11294.54 | 7755.53 | 3539.01 | 11287.66 | 1536.98 |
Profit Factor | 0.63 | 0.43 | 1.06 | 0.58 | 1.37 |
Trades | 72 | 39 | 33 | 72 | 72 |
Winning Trades | 52 | 28 | 24 | 50 | 38 |
Losing Trades | 20 | 11 | 9 | 22 | 34 |
% Profitable | 72.00 | 71.00 | 72.00 | 69.00 | 52.00 |
Profit/Loss Per Trade % | -0.73 | -0.94 | -0.47 | -0.94 | 0.23 |
Profit Per Trade % | 3.34 | 3.33 | 3.36 | 3.19 | 1.29 |
Loss Per Trade % | 9.42 | 9.79 | 8.97 | 8.69 | 0.94 |
Days In Trade | 1085 | 567 | 518 | 1085 | 1085 |
Days In Trade (Avg. Per Trade) | 15.07 | 14.54 | 15.70 | 15.07 | 15.07 |
% Days In Trade | 53.26 | 27.84 | 25.43 | 53.26 | 53.26 |