Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DUK | Duke Energy Corporation | Utilities | Utilities - Regulated Electric | 74006 | 0.0427 | 95.93 | 3155342 |
D | Dominion Energy Inc | Utilities | Utilities - Regulated Electric | 39250 | 0.057 | 48.57 | 5394906 |
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: | 1000.00 | Final Equity: | 1109.18 |
Total net P/L: | 109.18 | Total ROI: | 10.92 % |
CAGR: | 1.82 % | Max. DD: | 16.68 % |
System Score: | 0.001 | Sharpe Ratio: | 0.548 |
Start Date: | 2015-01-02 | End Date: | 2020-09-30 |
Total days: | 2098 | ||
Commissions: | 336.00 | Comm.% P/L | 75.48 % |
Total Transactions: | 336 | Log. Linearity: | 9.145 % |
Total | Long | Short | DUK | D | |
---|---|---|---|---|---|
Total Profit/Loss | 445.18 | 278.09 | 167.09 | -22.97 | 468.15 |
Total Profit | 931.34 | 485.76 | 445.58 | 933.68 | 1241.21 |
Total Loss | 486.16 | 207.67 | 278.49 | 956.65 | 773.06 |
Profit Factor | 1.92 | 2.34 | 1.60 | 0.98 | 1.61 |
Trades | 84 | 42 | 42 | 84 | 84 |
Winning Trades | 63 | 33 | 30 | 43 | 45 |
Losing Trades | 21 | 9 | 12 | 41 | 39 |
% Profitable | 75.00 | 78.00 | 71.00 | 51.00 | 53.00 |
Profit/Loss Per Trade % | 0.51 | 0.64 | 0.38 | -0.07 | 0.51 |
Profit Per Trade % | 1.42 | 1.42 | 1.42 | 2.07 | 2.64 |
Loss Per Trade % | 2.14 | 2.15 | 2.13 | 2.22 | 1.88 |
Days In Trade | 925 | 500 | 425 | 925 | 925 |
Days In Trade (Avg. Per Trade) | 11.01 | 11.90 | 10.12 | 11.01 | 11.01 |
% Days In Trade | 44.09 | 23.83 | 20.26 | 44.09 | 44.09 |