| 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: | 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: | 5910.92 |
| Total net P/L: | -4089.08 | Total ROI: | -40.89 % |
| CAGR: | -8.87 % | Max. DD: | 48.84 % |
| System Score: | -4.820 | Sharpe Ratio: | -1.824 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 296.45 | Comm.% P/L | 7.82 % |
| Total Transactions: | 296 | Log. Linearity: | 81.587 % |
| Total | Long |
Short |
XOM | CVX | |
|---|---|---|---|---|---|
| Total Profit/Loss | -3792.63 | -1145.08 | -2647.55 | -6319.95 | 2527.32 |
| Total Profit | 3389.16 | 1264.15 | 2125.01 | 5857.65 | 10818.32 |
| Total Loss | 7181.79 | 2409.23 | 4772.56 | 12177.60 | 8291.00 |
| Profit Factor | 0.47 | 0.52 | 0.45 | 0.48 | 1.30 |
| Trades | 74 | 29 | 45 | 74 | 74 |
| Winning Trades | 47 | 18 | 29 | 38 | 39 |
| Losing Trades | 27 | 11 | 16 | 36 | 35 |
| % Profitable | 63.00 | 62.00 | 64.00 | 51.00 | 52.00 |
| Profit/Loss Per Trade % | -0.65 | -0.46 | -0.76 | -1.06 | 0.23 |
| Profit Per Trade % | 1.14 | 1.15 | 1.13 | 2.48 | 3.88 |
| Loss Per Trade % | 3.57 | 2.90 | 4.03 | 4.52 | 3.58 |
| Days In Trade | 1030 | 409 | 621 | 1030 | 1030 |
| Days In Trade (Avg. Per Trade) | 13.92 | 14.10 | 13.80 | 13.92 | 13.92 |
| % Days In Trade | 49.88 | 19.81 | 30.07 | 49.88 | 49.88 |