Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PBF | PBF Energy Inc | Energy | Oil & Gas Refining & Marketing | 6102 | 0.0177 | 43.75 | 3203594 |
COP | ConocoPhillips | Energy | Oil & Gas E&P | 149989 | 0.0199 | 120.37 | 7129164 |
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: | 12234.54 |
Total net P/L: | 2234.54 | Total ROI: | 22.35 % |
CAGR: | 22.41 % | Max. DD: | 24.06 % |
System Score: | 0.981 | Sharpe Ratio: | 0.674 |
Start Date: | 2021-11-01 | End Date: | 2022-10-31 |
Total days: | 364 | ||
Commissions: | 118.95 | Comm.% P/L | 5.05 % |
Total Transactions: | 64 | Log. Linearity: | 35.239 % |
Total | ![]() |
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PBF | COP | |
---|---|---|---|---|---|
Total Profit/Loss | 2353.49 | 1860.35 | 493.13 | 5939.58 | -3586.09 |
Total Profit | 9774.64 | 5468.72 | 4305.92 | 13714.27 | 4103.00 |
Total Loss | 7421.15 | 3608.37 | 3812.78 | 7774.69 | 7689.09 |
Profit Factor | 1.32 | 1.52 | 1.13 | 1.76 | 0.53 |
Trades | 16 | 7 | 9 | 16 | 16 |
Winning Trades | 10 | 4 | 6 | 11 | 5 |
Losing Trades | 6 | 3 | 3 | 5 | 11 |
% Profitable | 62.00 | 57.00 | 66.00 | 68.00 | 31.00 |
Profit/Loss Per Trade % | 1.33 | 2.24 | 0.63 | 2.51 | -1.84 |
Profit Per Trade % | 8.16 | 11.68 | 5.88 | 10.02 | 6.56 |
Loss Per Trade % | 9.02 | 9.01 | 9.03 | 11.90 | 5.05 |
Days In Trade | 210 | 86 | 124 | 210 | 210 |
Days In Trade (Avg. Per Trade) | 13.12 | 12.29 | 13.78 | 13.12 | 13.12 |
% Days In Trade | 57.69 | 23.63 | 34.07 | 57.69 | 57.69 |