Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MRO | Marathon Oil Corporation | Energy | Oil & Gas E&P | 17640 | 0.0129 | 27.86 | 15418571 |
PBF | PBF Energy Inc | Energy | Oil & Gas Refining & Marketing | 6102 | 0.0177 | 43.75 | 3203594 |
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: | 13140.83 |
Total net P/L: | 3140.83 | Total ROI: | 31.41 % |
CAGR: | 31.51 % | Max. DD: | 29.63 % |
System Score: | 2.410 | Sharpe Ratio: | 0.888 |
Start Date: | 2021-11-01 | End Date: | 2022-10-31 |
Total days: | 364 | ||
Commissions: | 175.02 | Comm.% P/L | 5.28 % |
Total Transactions: | 56 | Log. Linearity: | 42.447 % |
Total | ![]() |
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MRO | PBF | |
---|---|---|---|---|---|
Total Profit/Loss | 3315.85 | 540.56 | 2775.29 | -1598.13 | 4913.98 |
Total Profit | 8685.23 | 3885.50 | 4799.73 | 8831.44 | 14841.99 |
Total Loss | 5369.38 | 3344.94 | 2024.44 | 10429.57 | 9928.01 |
Profit Factor | 1.62 | 1.16 | 2.37 | 0.85 | 1.49 |
Trades | 14 | 7 | 7 | 14 | 14 |
Winning Trades | 9 | 3 | 6 | 7 | 8 |
Losing Trades | 5 | 4 | 1 | 7 | 6 |
% Profitable | 64.00 | 42.00 | 85.00 | 50.00 | 57.00 |
Profit/Loss Per Trade % | 2.06 | 0.77 | 3.38 | -1.16 | 1.54 |
Profit Per Trade % | 7.32 | 9.22 | 6.38 | 8.69 | 12.97 |
Loss Per Trade % | 6.61 | 5.08 | 12.97 | 9.24 | 10.87 |
Days In Trade | 225 | 140 | 85 | 225 | 225 |
Days In Trade (Avg. Per Trade) | 16.07 | 20.00 | 12.14 | 16.07 | 16.07 |
% Days In Trade | 61.81 | 38.46 | 23.35 | 61.81 | 61.81 |