Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
XEL | Xcel Energy Inc | Utilities | Utilities - Regulated Electric | 29634 | 0.041 | 53.75 | 4660280 |
WEC | WEC Energy Group Inc | Utilities | Utilities - Regulated Electric | 25914 | 0.0411 | 82.12 | 1858126 |
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: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 33256.68 |
Total net P/L: | 23256.68 | Total ROI: | 232.57 % |
CAGR: | 23.25 % | Max. DD: | 30.70 % |
System Score: | 14.547 | Sharpe Ratio: | 2.025 |
Start Date: | 2015-01-02 | End Date: | 2020-09-30 |
Total days: | 2098 | ||
Commissions: | 1192.30 | Comm.% P/L | 4.88 % |
Total Transactions: | 272 | Log. Linearity: | 85.527 % |
Total | Long | Short | XEL | WEC | |
---|---|---|---|---|---|
Total Profit/Loss | 24448.98 | 12076.02 | 12372.96 | 2853.04 | 21595.94 |
Total Profit | 33987.22 | 17241.47 | 16745.75 | 48915.21 | 61509.33 |
Total Loss | 9538.24 | 5165.45 | 4372.79 | 46062.17 | 39913.39 |
Profit Factor | 3.56 | 3.34 | 3.83 | 1.06 | 1.54 |
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 % | 1.91 | 2.15 | 1.66 | -0.48 | 0.83 |
Profit Per Trade % | 4.10 | 4.33 | 3.85 | 9.25 | 10.96 |
Loss Per Trade % | 3.80 | 3.79 | 3.81 | 8.56 | 7.69 |
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 |