| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| TEN | Tsakos Energy Navigation Ltd | Energy | Oil & Gas Midstream | 1138 | 0.0431 | 37.76 | 350074 |
| INSW | International Seaways Inc | Energy | Oil & Gas Midstream | 3626 | 0.0063 | 73.37 | 566366 |
| 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: | 40319.82 |
| Total net P/L: | 30319.82 | Total ROI: | 303.20 % |
| CAGR: | 25.41 % | Max. DD: | 29.59 % |
| System Score: | 19.167 | Sharpe Ratio: | 2.866 |
| Start Date: | 2020-01-02 | End Date: | 2026-02-27 |
| Total days: | 2248 | ||
| Commissions: | 1252.59 | Comm.% P/L | 3.97 % |
| Total Transactions: | 176 | Log. Linearity: | 91.035 % |
| Total | Long |
Short |
TEN | INSW | |
|---|---|---|---|---|---|
| Total Profit/Loss | 31572.41 | 0.00 | 31572.41 | 7522.94 | 24049.47 |
| Total Profit | 42740.10 | 0.00 | 42740.10 | 48770.78 | 48775.35 |
| Total Loss | 11167.68 | 0.00 | 11167.68 | 41247.84 | 24725.88 |
| Profit Factor | 3.83 | 0.00 | 3.83 | 1.18 | 1.97 |
| Trades | 44 | 0 | 44 | 44 | 44 |
| Winning Trades | 38 | 0 | 38 | 27 | 27 |
| Losing Trades | 6 | 0 | 6 | 17 | 17 |
| % Profitable | 86.00 | 0.00 | 86.00 | 61.00 | 61.00 |
| Profit/Loss Per Trade % | 3.35 | 0.00 | 3.35 | 0.86 | 1.91 |
| Profit Per Trade % | 5.16 | 0.00 | 5.16 | 7.26 | 6.73 |
| Loss Per Trade % | 6.69 | 0.00 | 6.69 | 7.98 | 5.14 |
| Days In Trade | 441 | 0 | 441 | 441 | 441 |
| Days In Trade (Avg. Per Trade) | 10.02 | 0.00 | 10.02 | 10.02 | 10.02 |
| % Days In Trade | 19.62 | 0.00 | 19.62 | 19.62 | 19.62 |