Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
XEL | Xcel Energy Inc | Utilities | Utilities - Regulated Electric | 30701 | 0.0396 | 55.33 | 4661315 |
WEC | WEC Energy Group Inc | Utilities | Utilities - Regulated Electric | 26096 | 0.0404 | 82.63 | 1867942 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 14574.65 |
Total net P/L: | 4574.65 | Total ROI: | 45.75 % |
CAGR: | 6.77 % | Max. DD: | 9.64 % |
System Score: | 4.319 | Sharpe Ratio: | 1.984 |
Start Date: | 2015-01-02 | End Date: | 2020-09-30 |
Total days: | 2098 | ||
Commissions: | 301.58 | Comm.% P/L | 6.18 % |
Total Transactions: | 272 | Log. Linearity: | 86.072 % |
Total | Long | Short | XEL | WEC | |
---|---|---|---|---|---|
Total Profit/Loss | 4876.23 | 2700.58 | 2175.65 | 643.45 | 4232.78 |
Total Profit | 7166.74 | 3870.37 | 3296.37 | 10883.38 | 13295.25 |
Total Loss | 2290.51 | 1169.79 | 1120.72 | 10239.93 | 9062.47 |
Profit Factor | 3.13 | 3.31 | 2.94 | 1.06 | 1.47 |
Trades | 68 | 35 | 33 | 68 | 68 |
Winning Trades | 50 | 26 | 24 | 34 | 34 |
Losing Trades | 18 | 9 | 9 | 34 | 34 |
% Profitable | 73.00 | 74.00 | 72.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | 0.60 | 0.67 | 0.52 | 0.03 | 0.43 |
Profit Per Trade % | 1.24 | 1.31 | 1.16 | 2.82 | 3.36 |
Loss Per Trade % | 1.15 | 1.15 | 1.15 | 2.62 | 2.36 |
Days In Trade | 967 | 481 | 486 | 967 | 967 |
Days In Trade (Avg. Per Trade) | 14.22 | 13.74 | 14.73 | 14.22 | 14.22 |
% Days In Trade | 46.09 | 22.93 | 23.16 | 46.09 | 46.09 |