| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| COP | ConocoPhillips | Energy | Oil & Gas E&P | 135313 | 0.0289 | 110.7 | 7350466 |
| OVV | Ovintiv Inc | Energy | Oil & Gas E&P | 14008 | 0.0243 | 49.44 | 3701328 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 10545.25 |
| Total net P/L: | 545.25 | Total ROI: | 5.45 % |
| CAGR: | 5.05 % | Max. DD: | 13.39 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.381 |
| Start Date: | 2025-01-02 | End Date: | 2026-01-30 |
| Total days: | 393 | ||
| Commissions: | 64.37 | Comm.% P/L | 10.56 % |
| Total Transactions: | 56 | Log. Linearity: | 1.424 % |
| Total | Long |
Short |
COP | OVV | |
|---|---|---|---|---|---|
| Total Profit/Loss | 609.62 | -853.85 | 1463.47 | -1922.60 | 2532.22 |
| Total Profit | 2737.18 | 980.62 | 1756.56 | 2097.73 | 4797.31 |
| Total Loss | 2127.56 | 1834.47 | 293.09 | 4020.33 | 2265.09 |
| Profit Factor | 1.29 | 0.53 | 5.99 | 0.52 | 2.12 |
| Trades | 14 | 7 | 7 | 14 | 14 |
| Winning Trades | 8 | 4 | 4 | 5 | 9 |
| Losing Trades | 6 | 3 | 3 | 8 | 5 |
| % Profitable | 57.00 | 57.00 | 57.00 | 35.00 | 64.00 |
| Profit/Loss Per Trade % | 0.42 | -1.15 | 2.03 | -1.40 | 1.59 |
| Profit Per Trade % | 3.39 | 2.49 | 4.30 | 4.10 | 5.13 |
| Loss Per Trade % | 3.32 | 5.78 | 0.92 | 4.78 | 4.32 |
| Days In Trade | 215 | 113 | 102 | 215 | 215 |
| Days In Trade (Avg. Per Trade) | 15.36 | 16.14 | 14.57 | 15.36 | 15.36 |
| % Days In Trade | 54.71 | 28.75 | 25.95 | 54.71 | 54.71 |