| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XOM | Exxon Mobil Corp | Energy | Oil & Gas Integrated | 632229 | 0.027 | 152.53 | 17988357 |
| CVX | Chevron Corp | Energy | Oil & Gas Integrated | 377826 | 0.0368 | 189.71 | 10018449 |
| 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: | 100000.00 | Final Equity: | 76580.18 |
| Total net P/L: | -23419.82 | Total ROI: | -23.42 % |
| CAGR: | -2.31 % | Max. DD: | 53.44 % |
| System Score: | -0.221 | Sharpe Ratio: | -0.390 |
| Start Date: | 2015-01-02 | End Date: | 2026-06-03 |
| Total days: | 4170 | ||
| Commissions: | 3342.40 | Comm.% P/L | 16.65 % |
| Total Transactions: | 620 | Log. Linearity: | 45.747 % |
| Total | Long |
Short |
XOM | CVX | |
|---|---|---|---|---|---|
| Total Profit/Loss | -20077.42 | -21422.54 | 1345.12 | -59381.06 | 39303.64 |
| Total Profit | 153538.72 | 63988.32 | 89550.40 | 244875.14 | 311932.05 |
| Total Loss | 173616.14 | 85410.86 | 88205.28 | 304256.20 | 272628.41 |
| Profit Factor | 0.88 | 0.75 | 1.02 | 0.80 | 1.14 |
| Trades | 155 | 74 | 81 | 155 | 155 |
| Winning Trades | 99 | 45 | 54 | 84 | 86 |
| Losing Trades | 56 | 29 | 27 | 71 | 69 |
| % Profitable | 63.00 | 60.00 | 66.00 | 54.00 | 55.00 |
| Profit/Loss Per Trade % | -0.15 | -0.27 | -0.04 | -0.49 | 0.08 |
| Profit Per Trade % | 1.55 | 1.43 | 1.65 | 2.84 | 3.48 |
| Loss Per Trade % | 3.01 | 2.75 | 3.28 | 4.07 | 3.82 |
| Days In Trade | 2055 | 1017 | 1038 | 2055 | 2055 |
| Days In Trade (Avg. Per Trade) | 13.26 | 13.74 | 12.81 | 13.26 | 13.26 |
| % Days In Trade | 49.28 | 24.39 | 24.89 | 49.28 | 49.28 |