Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
XOM | Exxon Mobil Corp | Energy | Oil & Gas Integrated | 468670 | 0.0323 | 113.21 | 22003868 |
OXY | Occidental Petroleum Corporation | Energy | Oil & Gas E&P | 58643 | 0.0081 | 64.52 | 21977853 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 8643.05 |
Total net P/L: | -1356.95 | Total ROI: | -13.57 % |
CAGR: | -13.60 % | Max. DD: | 36.46 % |
System Score: | -0.223 | Sharpe Ratio: | -0.227 |
Start Date: | 2021-11-01 | End Date: | 2022-10-31 |
Total days: | 364 | ||
Commissions: | 52.66 | Comm.% P/L | 4.04 % |
Total Transactions: | 48 | Log. Linearity: | 25.391 % |
Total | ![]() |
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XOM | OXY | |
---|---|---|---|---|---|
Total Profit/Loss | -1304.29 | -1780.34 | 476.05 | 2325.04 | -3629.33 |
Total Profit | 2864.82 | 2036.34 | 828.48 | 4115.56 | 3151.59 |
Total Loss | 4169.11 | 3816.68 | 352.43 | 1790.52 | 6780.92 |
Profit Factor | 0.69 | 0.53 | 2.35 | 2.30 | 0.46 |
Trades | 12 | 6 | 6 | 12 | 12 |
Winning Trades | 9 | 5 | 4 | 8 | 6 |
Losing Trades | 3 | 1 | 2 | 4 | 6 |
% Profitable | 75.00 | 83.00 | 66.00 | 66.00 | 50.00 |
Profit/Loss Per Trade % | -1.16 | -3.32 | 1.05 | 2.01 | -3.70 |
Profit Per Trade % | 3.63 | 4.52 | 2.54 | 5.89 | 5.92 |
Loss Per Trade % | 11.75 | 34.54 | 1.85 | 5.14 | 10.64 |
Days In Trade | 188 | 88 | 100 | 188 | 188 |
Days In Trade (Avg. Per Trade) | 15.67 | 14.67 | 16.67 | 15.67 | 15.67 |
% Days In Trade | 51.65 | 24.18 | 27.47 | 51.65 | 51.65 |