Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DTE | DTE Energy Company | Utilities | Utilities - Regulated Electric | 22787 | 0.0371 | 110.12 | 1271359 |
PNW | Pinnacle West Capital Corp | Utilities | Utilities - Regulated Electric | 8460 | 0.0472 | 74.5 | 1063712 |
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: | 10391.92 |
Total net P/L: | 391.92 | Total ROI: | 3.92 % |
CAGR: | 3.38 % | Max. DD: | 3.25 % |
System Score: | 0.825 | Sharpe Ratio: | 0.697 |
Start Date: | 2017-01-02 | End Date: | 2018-02-28 |
Total days: | 422 | ||
Commissions: | 68.00 | Comm.% P/L | 14.79 % |
Total Transactions: | 68 | Log. Linearity: | 62.492 % |
Total | Long | Short | DTE | PNW | |
---|---|---|---|---|---|
Total Profit/Loss | 459.92 | 339.01 | 120.91 | 648.08 | -188.16 |
Total Profit | 917.34 | 516.91 | 400.43 | 1828.40 | 1357.34 |
Total Loss | 457.42 | 177.90 | 279.52 | 1180.32 | 1545.50 |
Profit Factor | 2.01 | 2.91 | 1.43 | 1.55 | 0.88 |
Trades | 17 | 9 | 8 | 17 | 17 |
Winning Trades | 12 | 8 | 4 | 10 | 8 |
Losing Trades | 5 | 1 | 4 | 7 | 9 |
% Profitable | 70.00 | 88.00 | 50.00 | 58.00 | 47.00 |
Profit/Loss Per Trade % | 0.27 | 0.37 | 0.14 | 0.36 | -0.13 |
Profit Per Trade % | 0.76 | 0.65 | 1.00 | 1.80 | 1.67 |
Loss Per Trade % | 0.91 | 1.77 | 0.69 | 1.66 | 1.68 |
Days In Trade | 174 | 70 | 104 | 174 | 174 |
Days In Trade (Avg. Per Trade) | 10.24 | 7.78 | 13.00 | 10.24 | 10.24 |
% Days In Trade | 41.23 | 16.59 | 24.64 | 41.23 | 41.23 |