| 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 | 1261 | 0.1382 | 11.69 | 563682 |
| USO | United States Oil Fund LP | 69.61 | 6023863 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | 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: | 100000.00 | Final Equity: | 980280.55 |
| Total net P/L: | 880280.55 | Total ROI: | 880.28 % |
| CAGR: | 33.05 % | Max. DD: | 85.58 % |
| System Score: | 30.724 | Sharpe Ratio: | 2.403 |
| Start Date: | 2018-01-02 | End Date: | 2025-12-29 |
| Total days: | 2918 | ||
| Commissions: | 42434.70 | Comm.% P/L | 4.60 % |
| Total Transactions: | 500 | Log. Linearity: | 97.600 % |
| Total | Long |
Short |
KRP | USO | |
|---|---|---|---|---|---|
| Total Profit/Loss | 922715.24 | 412390.59 | 510324.65 | 87211.20 | 835504.04 |
| Total Profit | 1505174.97 | 664061.23 | 841113.73 | 1025774.17 | 1469856.19 |
| Total Loss | 582459.72 | 251670.64 | 330789.08 | 938562.96 | 634352.15 |
| Profit Factor | 2.58 | 2.64 | 2.54 | 1.09 | 2.32 |
| Trades | 125 | 62 | 63 | 125 | 125 |
| Winning Trades | 98 | 45 | 53 | 68 | 84 |
| Losing Trades | 27 | 17 | 10 | 56 | 41 |
| % Profitable | 78.00 | 72.00 | 84.00 | 54.00 | 67.00 |
| Profit/Loss Per Trade % | 1.93 | 2.11 | 1.76 | 0.18 | 1.53 |
| Profit Per Trade % | 4.27 | 4.25 | 4.29 | 4.64 | 4.68 |
| Loss Per Trade % | 5.31 | 3.29 | 8.83 | 4.63 | 4.35 |
| Days In Trade | 1360 | 738 | 622 | 1360 | 1360 |
| Days In Trade (Avg. Per Trade) | 10.88 | 11.90 | 9.87 | 10.88 | 10.88 |
| % Days In Trade | 46.61 | 25.29 | 21.32 | 46.61 | 46.61 |