| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XOM | Exxon Mobil Corp | Energy | Oil & Gas Integrated | 650916 | 0.0249 | 158.3 | 18361014 |
| CVX | Chevron Corp | Energy | Oil & Gas Integrated | 399520 | 0.0333 | 203.67 | 10480065 |
| Entry Threshold: | 3.00 | Exit Threshold: | 0.40 | ||
| Max Duration: | 30 | 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: | 8985.76 |
| Total net P/L: | -1014.24 | Total ROI: | -10.14 % |
| CAGR: | -1.87 % | Max. DD: | 18.49 % |
| System Score: | -0.467 | Sharpe Ratio: | -0.452 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 168.22 | Comm.% P/L | 19.88 % |
| Total Transactions: | 168 | Log. Linearity: | 62.953 % |
| Total | Long |
Short |
XOM | CVX | |
|---|---|---|---|---|---|
| Total Profit/Loss | -846.02 | 143.58 | -989.60 | -1692.75 | 846.73 |
| Total Profit | 3737.66 | 1322.01 | 2415.65 | 6699.65 | 8279.05 |
| Total Loss | 4583.68 | 1178.43 | 3405.25 | 8392.40 | 7432.32 |
| Profit Factor | 0.82 | 1.12 | 0.71 | 0.80 | 1.11 |
| Trades | 42 | 14 | 28 | 42 | 42 |
| Winning Trades | 25 | 10 | 15 | 20 | 23 |
| Losing Trades | 17 | 4 | 13 | 22 | 19 |
| % Profitable | 59.00 | 71.00 | 53.00 | 47.00 | 54.00 |
| Profit/Loss Per Trade % | -0.21 | 0.17 | -0.40 | -0.54 | 0.09 |
| Profit Per Trade % | 1.65 | 1.48 | 1.76 | 3.61 | 3.91 |
| Loss Per Trade % | 2.84 | 2.99 | 2.79 | 4.06 | 4.16 |
| Days In Trade | 560 | 174 | 386 | 560 | 560 |
| Days In Trade (Avg. Per Trade) | 13.33 | 12.43 | 13.79 | 13.33 | 13.33 |
| % Days In Trade | 27.12 | 8.43 | 18.69 | 27.12 | 27.12 |