Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MRO | Marathon Oil Corporation | Energy | Oil & Gas E&P | 15971 | 0.0154 | 28.55 | 7916194 |
APA | APA Corporation | Energy | Oil & Gas E&P | 7576 | 0.0496 | 20.81 | 6585836 |
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: | 12758.19 |
Total net P/L: | 2758.19 | Total ROI: | 27.58 % |
CAGR: | 27.67 % | Max. DD: | 11.81 % |
System Score: | 14.133 | Sharpe Ratio: | 1.566 |
Start Date: | 2021-11-01 | End Date: | 2022-10-31 |
Total days: | 364 | ||
Commissions: | 100.84 | Comm.% P/L | 3.53 % |
Total Transactions: | 48 | Log. Linearity: | 79.938 % |
Total | ![]() |
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MRO | APA | |
---|---|---|---|---|---|
Total Profit/Loss | 2859.03 | 1209.24 | 1649.79 | -6681.58 | 9540.61 |
Total Profit | 3753.04 | 1268.64 | 2484.40 | 5.90 | 10024.79 |
Total Loss | 894.01 | 59.40 | 834.61 | 6687.48 | 484.18 |
Profit Factor | 4.20 | 21.36 | 2.98 | 0.00 | 20.70 |
Trades | 12 | 5 | 7 | 12 | 12 |
Winning Trades | 9 | 4 | 5 | 1 | 10 |
Losing Trades | 3 | 1 | 2 | 11 | 2 |
% Profitable | 75.00 | 80.00 | 71.00 | 8.00 | 83.00 |
Profit/Loss Per Trade % | 2.13 | 2.22 | 2.06 | -5.22 | 6.93 |
Profit Per Trade % | 3.76 | 2.92 | 4.44 | 0.05 | 8.84 |
Loss Per Trade % | 2.59 | 0.52 | 3.65 | 5.24 | 2.11 |
Days In Trade | 152 | 61 | 91 | 152 | 152 |
Days In Trade (Avg. Per Trade) | 12.67 | 12.20 | 13.00 | 12.67 | 12.67 |
% Days In Trade | 41.76 | 16.76 | 25.00 | 41.76 | 41.76 |