Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
APA | APA Corporation | Energy | Oil & Gas E&P | 14166 | 0.022 | 44.09 | 7983487 |
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: | 9965.57 |
Total net P/L: | -34.43 | Total ROI: | -0.34 % |
CAGR: | -0.35 % | Max. DD: | 24.00 % |
System Score: | -0.012 | Sharpe Ratio: | 0.105 |
Start Date: | 2021-11-01 | End Date: | 2022-10-31 |
Total days: | 364 | ||
Commissions: | 56.30 | Comm.% P/L | 257.47 % |
Total Transactions: | 44 | Log. Linearity: | 32.995 % |
Total | ![]() |
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APA | COP | |
---|---|---|---|---|---|
Total Profit/Loss | 21.87 | 123.34 | -101.47 | -738.64 | 760.51 |
Total Profit | 2390.15 | 1225.86 | 1164.30 | 3386.33 | 3688.58 |
Total Loss | 2368.29 | 1102.52 | 1265.77 | 4124.97 | 2928.08 |
Profit Factor | 1.01 | 1.11 | 0.92 | 0.82 | 1.26 |
Trades | 11 | 6 | 5 | 11 | 11 |
Winning Trades | 7 | 4 | 3 | 5 | 7 |
Losing Trades | 4 | 2 | 2 | 6 | 4 |
% Profitable | 63.00 | 66.00 | 60.00 | 45.00 | 63.00 |
Profit/Loss Per Trade % | 0.02 | 0.11 | -0.10 | -0.60 | 0.21 |
Profit Per Trade % | 3.25 | 2.91 | 3.69 | 6.62 | 4.71 |
Loss Per Trade % | 5.33 | 5.18 | 5.49 | 6.07 | 7.03 |
Days In Trade | 173 | 97 | 76 | 173 | 173 |
Days In Trade (Avg. Per Trade) | 15.73 | 16.17 | 15.20 | 15.73 | 15.73 |
% Days In Trade | 47.53 | 26.65 | 20.88 | 47.53 | 47.53 |