| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| EOG | EOG Resources Inc | Energy | Oil & Gas E&P | 69393 | 0.0303 | 127.89 | 3988926 |
| FANG | Diamondback Energy Inc | Energy | Oil & Gas E&P | 50751 | 0.0221 | 178.37 | 2113082 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | 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: | 15229.80 |
| Total net P/L: | 5229.80 | Total ROI: | 52.30 % |
| CAGR: | 8.51 % | Max. DD: | 22.74 % |
| System Score: | 0.296 | Sharpe Ratio: | 1.321 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 292.01 | Comm.% P/L | 5.29 % |
| Total Transactions: | 292 | Log. Linearity: | 32.648 % |
| Total | Long |
Short |
EOG | FANG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5521.81 | 1477.19 | 4044.61 | 3384.20 | 2137.61 |
| Total Profit | 16650.72 | 9114.84 | 7535.88 | 22202.41 | 24581.48 |
| Total Loss | 11128.91 | 7637.64 | 3491.27 | 18818.21 | 22443.86 |
| Profit Factor | 1.50 | 1.19 | 2.16 | 1.18 | 1.10 |
| Trades | 73 | 40 | 33 | 73 | 73 |
| Winning Trades | 54 | 26 | 28 | 34 | 39 |
| Losing Trades | 19 | 14 | 5 | 39 | 34 |
| % Profitable | 73.00 | 65.00 | 84.00 | 46.00 | 53.00 |
| Profit/Loss Per Trade % | 0.61 | 0.37 | 0.90 | 0.16 | 0.16 |
| Profit Per Trade % | 2.31 | 2.64 | 2.00 | 4.57 | 4.68 |
| Loss Per Trade % | 3.99 | 3.65 | 4.95 | 3.46 | 4.52 |
| Days In Trade | 879 | 472 | 407 | 879 | 879 |
| Days In Trade (Avg. Per Trade) | 12.04 | 11.80 | 12.33 | 12.04 | 12.04 |
| % Days In Trade | 46.76 | 25.11 | 21.65 | 46.76 | 46.76 |