| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| TEN | Tsakos Energy Navigation Limited | Energy | Oil & Gas Midstream | 1443 | 0.0447 | 47.9 | 347516 |
| INSW | International Seaways Inc | Energy | Oil & Gas Midstream | 5134 | 0.0047 | 103.65 | 569046 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | 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: | 60603.66 |
| Total net P/L: | 50603.66 | Total ROI: | 506.04 % |
| CAGR: | 37.50 % | Max. DD: | 29.62 % |
| System Score: | 30.625 | Sharpe Ratio: | 3.188 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 2649.77 | Comm.% P/L | 4.98 % |
| Total Transactions: | 348 | Log. Linearity: | 93.470 % |
| Total | Long |
Short |
TEN | INSW | |
|---|---|---|---|---|---|
| Total Profit/Loss | 53253.43 | 32726.23 | 20527.20 | 49033.40 | 4220.02 |
| Total Profit | 86298.41 | 48312.58 | 37985.83 | 118010.10 | 85300.31 |
| Total Loss | 33044.98 | 15586.35 | 17458.63 | 68976.70 | 81080.29 |
| Profit Factor | 2.61 | 3.10 | 2.18 | 1.71 | 1.05 |
| Trades | 87 | 48 | 39 | 87 | 87 |
| Winning Trades | 69 | 36 | 33 | 55 | 52 |
| Losing Trades | 18 | 12 | 6 | 32 | 35 |
| % Profitable | 79.00 | 75.00 | 84.00 | 63.00 | 59.00 |
| Profit/Loss Per Trade % | 2.20 | 2.00 | 2.45 | 1.06 | 0.66 |
| Profit Per Trade % | 4.20 | 3.79 | 4.66 | 6.00 | 5.37 |
| Loss Per Trade % | 4.74 | 3.05 | 8.20 | 6.46 | 5.68 |
| Days In Trade | 989 | 576 | 413 | 989 | 989 |
| Days In Trade (Avg. Per Trade) | 11.37 | 12.00 | 10.59 | 11.37 | 11.37 |
| % Days In Trade | 47.89 | 27.89 | 20.00 | 47.89 | 47.89 |