| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| DVN | Devon Energy Corporation | Energy | Oil & Gas E&P | 55022 | 0.0212 | 50.02 | 12520195 |
| TALO | Talos Energy | Energy | Oil & Gas E&P | 2929 | 17.54 | 2093368 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 7 | 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: | 17449.53 |
| Total net P/L: | 7449.53 | Total ROI: | 74.50 % |
| CAGR: | 10.34 % | Max. DD: | 68.05 % |
| System Score: | 0.381 | Sharpe Ratio: | 1.297 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 938.35 | Comm.% P/L | 11.19 % |
| Total Transactions: | 396 | Log. Linearity: | 33.281 % |
| Total | Long |
Short |
DVN | TALO | |
|---|---|---|---|---|---|
| Total Profit/Loss | 8387.88 | 4359.15 | 4028.72 | -184.66 | 8572.54 |
| Total Profit | 23043.78 | 9735.90 | 13307.88 | 16919.74 | 26349.01 |
| Total Loss | 14655.90 | 5376.74 | 9279.16 | 17104.41 | 17776.47 |
| Profit Factor | 1.57 | 1.81 | 1.43 | 0.99 | 1.48 |
| Trades | 99 | 43 | 56 | 99 | 99 |
| Winning Trades | 66 | 32 | 34 | 49 | 57 |
| Losing Trades | 33 | 11 | 22 | 50 | 42 |
| % Profitable | 66.00 | 74.00 | 60.00 | 49.00 | 57.00 |
| Profit/Loss Per Trade % | 0.68 | 0.93 | 0.49 | -0.21 | 0.58 |
| Profit Per Trade % | 4.25 | 3.64 | 4.82 | 4.28 | 5.67 |
| Loss Per Trade % | 5.82 | 6.11 | 5.67 | 4.27 | 5.50 |
| Days In Trade | 669 | 313 | 356 | 669 | 669 |
| Days In Trade (Avg. Per Trade) | 6.76 | 7.28 | 6.36 | 6.76 | 6.76 |
| % Days In Trade | 32.40 | 15.16 | 17.24 | 32.40 | 32.40 |