Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
XEL | Xcel Energy Inc | Utilities | Utilities - Regulated Electric | 30734 | 0.0396 | 55.01 | 4680042 |
WEC | WEC Energy Group Inc | Utilities | Utilities - Regulated Electric | 26096 | 0.0404 | 82.81 | 1872615 |
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: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 56708.31 |
Total net P/L: | 46708.31 | Total ROI: | 467.08 % |
CAGR: | 35.24 % | Max. DD: | 44.64 % |
System Score: | 21.591 | Sharpe Ratio: | 2.021 |
Start Date: | 2015-01-02 | End Date: | 2020-09-30 |
Total days: | 2098 | ||
Commissions: | 2131.95 | Comm.% P/L | 4.37 % |
Total Transactions: | 272 | Log. Linearity: | 84.930 % |
Total | Long | Short | XEL | WEC | |
---|---|---|---|---|---|
Total Profit/Loss | 48840.26 | 22112.59 | 26727.67 | 6440.97 | 42399.29 |
Total Profit | 65545.87 | 31574.79 | 33971.08 | 91492.87 | 115852.45 |
Total Loss | 16705.61 | 9462.20 | 7243.41 | 85051.90 | 73453.16 |
Profit Factor | 3.92 | 3.34 | 4.69 | 1.08 | 1.58 |
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 % | 2.77 | 3.12 | 2.41 | -1.46 | 0.57 |
Profit Per Trade % | 6.12 | 6.45 | 5.75 | 13.72 | 16.22 |
Loss Per Trade % | 5.66 | 5.65 | 5.68 | 12.68 | 11.37 |
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 |