Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PCG | PG&E Corp | Utilities | Utilities - Regulated Electric | 44347 | 0.0012 | 17 | 16831582 |
LNT | Alliant Energy Corp | Utilities | Utilities - Regulated Electric | 12811 | 0.0384 | 50.37 | 1760948 |
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: | 8624.35 |
Total net P/L: | -1375.65 | Total ROI: | -13.76 % |
CAGR: | -12.02 % | Max. DD: | 24.99 % |
System Score: | -2.227 | Sharpe Ratio: | -0.677 |
Start Date: | 2017-01-02 | End Date: | 2018-02-28 |
Total days: | 422 | ||
Commissions: | 88.71 | Comm.% P/L | 6.89 % |
Total Transactions: | 80 | Log. Linearity: | 57.016 % |
Total | Long | Short | PCG | LNT | |
---|---|---|---|---|---|
Total Profit/Loss | -1286.94 | -1684.26 | 397.32 | -2122.62 | 835.68 |
Total Profit | 1687.89 | 1098.79 | 589.10 | 1008.39 | 1915.44 |
Total Loss | 2974.83 | 2783.05 | 191.78 | 3131.01 | 1079.76 |
Profit Factor | 0.57 | 0.39 | 3.07 | 0.32 | 1.77 |
Trades | 20 | 11 | 9 | 20 | 20 |
Winning Trades | 15 | 8 | 7 | 10 | 14 |
Losing Trades | 5 | 3 | 2 | 10 | 6 |
% Profitable | 75.00 | 72.00 | 77.00 | 50.00 | 70.00 |
Profit/Loss Per Trade % | -0.69 | -1.60 | 0.43 | -1.10 | 0.40 |
Profit Per Trade % | 1.19 | 1.52 | 0.83 | 1.09 | 1.41 |
Loss Per Trade % | 5.73 | 9.04 | 0.94 | 2.99 | 1.88 |
Days In Trade | 207 | 130 | 77 | 207 | 207 |
Days In Trade (Avg. Per Trade) | 10.35 | 11.82 | 8.56 | 10.35 | 10.35 |
% Days In Trade | 49.05 | 30.81 | 18.25 | 49.05 | 49.05 |