| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HAL | Halliburton Company | Energy | Oil & Gas Equipment & Services | 32647 | 0.0176 | 38.79 | 13740215 |
| CF | CF Industries Holdings Inc | Basic Materials | Agricultural Inputs | 20370 | 0.0156 | 132.56 | 3052904 |
| 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: | 10000.00 | Final Equity: | 10283.14 |
| Total net P/L: | 283.14 | Total ROI: | 2.83 % |
| CAGR: | 0.54 % | Max. DD: | 45.22 % |
| System Score: | 0.001 | Sharpe Ratio: | 0.364 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 388.55 | Comm.% P/L | 57.85 % |
| Total Transactions: | 284 | Log. Linearity: | 13.603 % |
| Total | Long |
Short |
HAL | CF | |
|---|---|---|---|---|---|
| Total Profit/Loss | 671.69 | 788.66 | -116.97 | -1489.68 | 2161.37 |
| Total Profit | 18157.44 | 9455.91 | 8701.53 | 15521.32 | 19289.65 |
| Total Loss | 17485.75 | 8667.25 | 8818.50 | 17011.00 | 17128.28 |
| Profit Factor | 1.04 | 1.09 | 0.99 | 0.91 | 1.13 |
| Trades | 71 | 37 | 34 | 71 | 71 |
| Winning Trades | 46 | 24 | 22 | 39 | 44 |
| Losing Trades | 25 | 13 | 12 | 32 | 27 |
| % Profitable | 64.00 | 64.00 | 64.00 | 54.00 | 61.00 |
| Profit/Loss Per Trade % | 0.10 | 0.17 | 0.01 | -0.30 | 0.18 |
| Profit Per Trade % | 4.21 | 4.11 | 4.32 | 4.00 | 4.52 |
| Loss Per Trade % | 6.80 | 6.62 | 7.00 | 5.14 | 6.18 |
| Days In Trade | 918 | 526 | 392 | 918 | 918 |
| Days In Trade (Avg. Per Trade) | 12.93 | 14.22 | 11.53 | 12.93 | 12.93 |
| % Days In Trade | 48.83 | 27.98 | 20.85 | 48.83 | 48.83 |