| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XOM | Exxon Mobil Corp | Energy | Oil & Gas Integrated | 565951 | 0.0294 | 136.54 | 18303322 |
| CVX | Chevron Corp | Energy | Oil & Gas Integrated | 340683 | 0.0401 | 171.06 | 10093309 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 13 |
| 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: | 5532.92 |
| Total net P/L: | -4467.08 | Total ROI: | -44.67 % |
| CAGR: | -10.38 % | Max. DD: | 51.02 % |
| System Score: | -7.277 | Sharpe Ratio: | -1.989 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 312.45 | Comm.% P/L | 7.52 % |
| Total Transactions: | 312 | Log. Linearity: | 88.833 % |
| Total | Long |
Short |
XOM | CVX | |
|---|---|---|---|---|---|
| Total Profit/Loss | -4154.63 | -1519.66 | -2634.97 | -7807.89 | 3653.26 |
| Total Profit | 3707.30 | 1092.30 | 2615.00 | 6051.92 | 12293.19 |
| Total Loss | 7861.93 | 2611.96 | 5249.97 | 13859.81 | 8639.93 |
| Profit Factor | 0.47 | 0.42 | 0.50 | 0.44 | 1.42 |
| Trades | 78 | 29 | 49 | 78 | 78 |
| Winning Trades | 45 | 17 | 28 | 38 | 43 |
| Losing Trades | 33 | 12 | 21 | 40 | 35 |
| % Profitable | 57.00 | 58.00 | 57.00 | 48.00 | 55.00 |
| Profit/Loss Per Trade % | -0.69 | -0.61 | -0.74 | -1.30 | 0.38 |
| Profit Per Trade % | 1.28 | 1.07 | 1.41 | 2.56 | 3.99 |
| Loss Per Trade % | 3.22 | 2.79 | 3.46 | 4.63 | 3.73 |
| Days In Trade | 1073 | 413 | 660 | 1073 | 1073 |
| Days In Trade (Avg. Per Trade) | 13.76 | 14.24 | 13.47 | 13.76 | 13.76 |
| % Days In Trade | 54.44 | 20.95 | 33.49 | 54.44 | 54.44 |