| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| UNG | United States Natural Gas Fund LP | 10.84 | 13652184 | ||||
| USO | United States Oil Fund LP | 116.04 | 13959847 |
| Entry Threshold: | 2.00 | Exit Threshold: | -2.00 | ||
| Max Duration: | 98 | Entry Mode: | Uptick | 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: | 1311.04 |
| Total net P/L: | -8688.96 | Total ROI: | -86.89 % |
| CAGR: | -19.73 % | Max. DD: | 96.20 % |
| System Score: | -3.034 | Sharpe Ratio: | 0.285 |
| Start Date: | 2017-01-02 | End Date: | 2026-03-31 |
| Total days: | 3375 | ||
| Commissions: | 256.35 | Comm.% P/L | 3.04 % |
| Total Transactions: | 256 | Log. Linearity: | 53.580 % |
| Total | Long |
Short |
UNG | USO | |
|---|---|---|---|---|---|
| Total Profit/Loss | -8432.61 | -7540.54 | -892.07 | -4371.70 | -4060.91 |
| Total Profit | 14205.30 | 4661.28 | 9544.02 | 12142.38 | 9730.81 |
| Total Loss | 22637.91 | 12201.82 | 10436.09 | 16514.08 | 13791.72 |
| Profit Factor | 0.63 | 0.38 | 0.91 | 0.74 | 0.71 |
| Trades | 64 | 34 | 30 | 64 | 64 |
| Winning Trades | 37 | 17 | 20 | 33 | 33 |
| Losing Trades | 27 | 17 | 10 | 31 | 31 |
| % Profitable | 57.00 | 50.00 | 66.00 | 51.00 | 51.00 |
| Profit/Loss Per Trade % | -2.95 | -5.36 | -0.15 | -0.96 | -2.90 |
| Profit Per Trade % | 13.46 | 10.09 | 16.40 | 13.55 | 7.87 |
| Loss Per Trade % | 18.54 | 16.62 | 21.86 | 12.12 | 10.22 |
| Days In Trade | 3277 | 1911 | 1366 | 3277 | 3277 |
| Days In Trade (Avg. Per Trade) | 51.20 | 56.21 | 45.53 | 51.20 | 51.20 |
| % Days In Trade | 97.10 | 56.62 | 40.47 | 97.10 | 97.10 |