| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| USO | United States Oil Fund LP | 115.03 | 10515014 | ||||
| XLE | Energy Select Sector SPDR® Fund | 0.0374 | 57.9 | 39177397 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.50 | ||
| 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: | 10000.00 | Final Equity: | 16251.19 |
| Total net P/L: | 6251.19 | Total ROI: | 62.51 % |
| CAGR: | 16.63 % | Max. DD: | 16.28 % |
| System Score: | 7.019 | Sharpe Ratio: | 2.134 |
| Start Date: | 2023-01-02 | End Date: | 2026-02-27 |
| Total days: | 1152 | ||
| Commissions: | 268.09 | Comm.% P/L | 4.11 % |
| Total Transactions: | 216 | Log. Linearity: | 75.010 % |
| Total | Long |
Short |
USO | XLE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6519.28 | 3335.07 | 3184.22 | 6845.61 | -326.33 |
| Total Profit | 11085.80 | 4955.41 | 6130.39 | 13863.45 | 7430.24 |
| Total Loss | 4566.52 | 1620.34 | 2946.18 | 7017.84 | 7756.57 |
| Profit Factor | 2.43 | 3.06 | 2.08 | 1.98 | 0.96 |
| Trades | 54 | 30 | 24 | 54 | 54 |
| Winning Trades | 42 | 23 | 19 | 36 | 27 |
| Losing Trades | 12 | 7 | 5 | 18 | 27 |
| % Profitable | 77.00 | 76.00 | 79.00 | 66.00 | 50.00 |
| Profit/Loss Per Trade % | 0.94 | 0.89 | 1.00 | 0.92 | -0.04 |
| Profit Per Trade % | 2.05 | 1.68 | 2.51 | 2.98 | 2.15 |
| Loss Per Trade % | 2.75 | 1.64 | 4.34 | 3.04 | 2.14 |
| Days In Trade | 400 | 229 | 171 | 400 | 400 |
| Days In Trade (Avg. Per Trade) | 7.41 | 7.63 | 7.12 | 7.41 | 7.41 |
| % Days In Trade | 34.72 | 19.88 | 14.84 | 34.72 | 34.72 |