Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AEP | American Electric Power Company Inc | Utilities | Utilities - Regulated Electric | 44707 | 0.0418 | 84.9 | 3532151 |
CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 17917 | 0.0343 | 60 | 2347858 |
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: | 14835.63 |
Total net P/L: | 4835.63 | Total ROI: | 48.36 % |
CAGR: | 7.95 % | Max. DD: | 5.01 % |
System Score: | 6.670 | Sharpe Ratio: | 2.710 |
Start Date: | 2013-01-02 | End Date: | 2018-02-28 |
Total days: | 1883 | ||
Commissions: | 462.46 | Comm.% P/L | 8.73 % |
Total Transactions: | 320 | Log. Linearity: | 94.331 % |
Total | Long | Short | AEP | CMS | |
---|---|---|---|---|---|
Total Profit/Loss | 5298.09 | 3104.65 | 2193.44 | 8937.35 | -3639.26 |
Total Profit | 7763.03 | 4401.13 | 3361.90 | 15367.33 | 7892.10 |
Total Loss | 2464.94 | 1296.48 | 1168.46 | 6429.98 | 11531.36 |
Profit Factor | 3.15 | 3.39 | 2.88 | 2.39 | 0.68 |
Trades | 80 | 43 | 37 | 80 | 80 |
Winning Trades | 59 | 33 | 26 | 59 | 33 |
Losing Trades | 21 | 10 | 11 | 21 | 47 |
% Profitable | 73.00 | 76.00 | 70.00 | 73.00 | 41.00 |
Profit/Loss Per Trade % | 0.54 | 0.60 | 0.47 | 0.82 | -0.35 |
Profit Per Trade % | 1.08 | 1.09 | 1.07 | 2.05 | 1.97 |
Loss Per Trade % | 0.94 | 0.98 | 0.90 | 2.49 | 1.91 |
Days In Trade | 846 | 465 | 381 | 846 | 846 |
Days In Trade (Avg. Per Trade) | 10.57 | 10.81 | 10.30 | 10.57 | 10.57 |
% Days In Trade | 44.93 | 24.69 | 20.23 | 44.93 | 44.93 |