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Model: Ratio
HQ Backtest KRP vs USO
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 enabled Long enabled 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
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Trade Log
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FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.