Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PCG | PG&E Corp | Utilities | Utilities - Regulated Electric | 44321 | 0.0012 | 16.96 | 16847960 |
LNT | Alliant Energy Corp | Utilities | Utilities - Regulated Electric | 12791 | 0.0385 | 49.97 | 1762204 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 8158.94 |
Total net P/L: | -1841.06 | Total ROI: | -18.41 % |
CAGR: | -16.14 % | Max. DD: | 20.14 % |
System Score: | -3.813 | Sharpe Ratio: | -1.119 |
Start Date: | 2017-01-02 | End Date: | 2018-02-28 |
Total days: | 422 | ||
Commissions: | 69.57 | Comm.% P/L | 3.93 % |
Total Transactions: | 64 | Log. Linearity: | 61.820 % |
Total | Long | Short | PCG | LNT | |
---|---|---|---|---|---|
Total Profit/Loss | -1771.49 | -2169.65 | 398.16 | -1743.78 | -27.71 |
Total Profit | 941.27 | 370.69 | 570.58 | 821.06 | 1070.10 |
Total Loss | 2712.76 | 2540.34 | 172.42 | 2564.84 | 1097.81 |
Profit Factor | 0.35 | 0.15 | 3.31 | 0.32 | 0.97 |
Trades | 16 | 7 | 9 | 16 | 16 |
Winning Trades | 8 | 2 | 6 | 7 | 8 |
Losing Trades | 8 | 5 | 3 | 9 | 8 |
% Profitable | 50.00 | 28.00 | 66.00 | 43.00 | 50.00 |
Profit/Loss Per Trade % | -1.22 | -3.32 | 0.45 | -1.20 | -0.02 |
Profit Per Trade % | 1.23 | 2.03 | 0.97 | 1.22 | 1.39 |
Loss Per Trade % | 3.42 | 5.17 | 0.58 | 2.91 | 1.38 |
Days In Trade | 161 | 92 | 69 | 161 | 161 |
Days In Trade (Avg. Per Trade) | 10.06 | 13.14 | 7.67 | 10.06 | 10.06 |
% Days In Trade | 38.15 | 21.80 | 16.35 | 38.15 | 38.15 |