| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| USO | United States Oil Fund LP | 71.3 | 5737711 | ||||
| KRP | Kimbell Royalty Partners LP | Energy | Oil & Gas E&P | 1420 | 0.119 | 13.16 | 618724 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 56738.54 |
| Total net P/L: | 46738.54 | Total ROI: | 467.39 % |
| CAGR: | 35.26 % | Max. DD: | 70.40 % |
| System Score: | 31.536 | Sharpe Ratio: | 2.267 |
| Start Date: | 2020-01-02 | End Date: | 2025-09-30 |
| Total days: | 2098 | ||
| Commissions: | 2293.61 | Comm.% P/L | 4.68 % |
| Total Transactions: | 356 | Log. Linearity: | 96.351 % |
| Total | Long |
Short |
USO | KRP | |
|---|---|---|---|---|---|
| Total Profit/Loss | 49032.15 | 30069.92 | 18962.23 | 57473.90 | -8441.75 |
| Total Profit | 75224.69 | 44062.07 | 31162.62 | 83050.51 | 45387.39 |
| Total Loss | 26192.54 | 13992.15 | 12200.39 | 25576.61 | 53829.14 |
| Profit Factor | 2.87 | 3.15 | 2.55 | 3.25 | 0.84 |
| Trades | 89 | 45 | 44 | 89 | 89 |
| Winning Trades | 68 | 39 | 29 | 67 | 42 |
| Losing Trades | 21 | 6 | 15 | 22 | 47 |
| % Profitable | 76.00 | 86.00 | 65.00 | 75.00 | 47.00 |
| Profit/Loss Per Trade % | 2.07 | 2.63 | 1.49 | 2.57 | -0.66 |
| Profit Per Trade % | 4.21 | 4.69 | 3.55 | 4.72 | 4.01 |
| Loss Per Trade % | 4.25 | 9.14 | 2.35 | 3.64 | 4.41 |
| Days In Trade | 940 | 431 | 509 | 940 | 940 |
| Days In Trade (Avg. Per Trade) | 10.56 | 9.58 | 11.57 | 10.56 | 10.56 |
| % Days In Trade | 44.80 | 20.54 | 24.26 | 44.80 | 44.80 |