Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
D | Dominion Energy Inc | Utilities | Utilities - Regulated Electric | 39250 | 0.057 | 48.57 | 5394906 |
SRE | Sempra Energy | Utilities | Utilities - Diversified | 42010 | 0.0373 | 68.44 | 2906726 |
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: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 11433.02 |
Total net P/L: | 1433.02 | Total ROI: | 14.33 % |
CAGR: | 2.36 % | Max. DD: | 17.48 % |
System Score: | 0.382 | Sharpe Ratio: | 0.897 |
Start Date: | 2015-01-02 | End Date: | 2020-09-30 |
Total days: | 2098 | ||
Commissions: | 300.00 | Comm.% P/L | 17.31 % |
Total Transactions: | 300 | Log. Linearity: | 54.513 % |
Total | Long | Short | D | SRE | |
---|---|---|---|---|---|
Total Profit/Loss | 1733.02 | 1187.69 | 545.33 | 2706.51 | -973.49 |
Total Profit | 5214.52 | 2841.35 | 2373.17 | 6539.79 | 4822.18 |
Total Loss | 3481.50 | 1653.66 | 1827.84 | 3833.28 | 5795.67 |
Profit Factor | 1.50 | 1.72 | 1.30 | 1.71 | 0.83 |
Trades | 75 | 38 | 37 | 75 | 75 |
Winning Trades | 45 | 26 | 19 | 43 | 47 |
Losing Trades | 30 | 12 | 18 | 32 | 28 |
% Profitable | 60.00 | 68.00 | 51.00 | 57.00 | 62.00 |
Profit/Loss Per Trade % | 0.22 | 0.31 | 0.13 | 0.33 | -0.15 |
Profit Per Trade % | 1.16 | 1.10 | 1.24 | 1.52 | 1.04 |
Loss Per Trade % | 1.16 | 1.38 | 1.01 | 1.22 | 2.05 |
Days In Trade | 1159 | 570 | 589 | 1159 | 1159 |
Days In Trade (Avg. Per Trade) | 15.45 | 15.00 | 15.92 | 15.45 | 15.45 |
% Days In Trade | 55.24 | 27.17 | 28.07 | 55.24 | 55.24 |