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Model: Ratio
HQ Backtest SBR vs USO
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SBR Sabine Royalty Trust Energy Oil & Gas Midstream 1091 0.0651 75.1 38752
USO United States Oil Fund LP 133.7 14999098
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: 13410.35
Total net P/L: 3410.35 Total ROI: 34.10 %
CAGR: 5.32 % Max. DD: 45.18 %
System Score: 1.125 Sharpe Ratio: 0.769
Start Date: 2021-01-04 End Date: 2026-08-31
Total days: 2065
Commissions: 390.43 Comm.% P/L 10.27 %
Total Transactions: 340 Log. Linearity: 59.558 %
Total enabled Long enabled Short SBR USO
Total Profit/Loss 3800.78 1476.25 2324.53 -7116.63 10917.41
Total Profit 28688.98 14715.28 13973.70 17735.18 32583.27
Total Loss 24888.20 13239.03 11649.17 24851.81 21665.86
Profit Factor 1.15 1.11 1.20 0.71 1.50
Trades 85 42 43 85 85
Winning Trades 57 26 31 40 53
Losing Trades 28 16 12 44 32
% Profitable 67.00 61.00 72.00 47.00 62.00
Profit/Loss Per Trade % 0.38 0.23 0.52 -0.78 1.01
Profit Per Trade % 3.56 3.94 3.25 3.07 4.43
Loss Per Trade % 5.54 5.14 6.08 3.98 4.19
Days In Trade 1041 535 506 1041 1041
Days In Trade (Avg. Per Trade) 12.25 12.74 11.77 12.25 12.25
% Days In Trade 50.41 25.91 24.50 50.41 50.41
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.