Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 19203 | 0.0448 | 39.16 | 784938 |
IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 4781 | 0.0353 | 94.32 | 333812 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 11220.13 |
Total net P/L: | 1220.13 | Total ROI: | 12.20 % |
CAGR: | 12.31 % | Max. DD: | 5.72 % |
System Score: | 2.409 | Sharpe Ratio: | 1.235 |
Start Date: | 2019-01-02 | End Date: | 2019-12-30 |
Total days: | 362 | ||
Commissions: | 70.14 | Comm.% P/L | 5.44 % |
Total Transactions: | 60 | Log. Linearity: | 58.059 % |
Total | Long | Short | FTS | IDA | |
---|---|---|---|---|---|
Total Profit/Loss | 1290.27 | 402.66 | 887.61 | 758.47 | 531.80 |
Total Profit | 1948.45 | 597.45 | 1351.00 | 1926.45 | 1723.58 |
Total Loss | 658.18 | 194.79 | 463.39 | 1167.98 | 1191.78 |
Profit Factor | 2.96 | 3.07 | 2.92 | 1.65 | 1.45 |
Trades | 15 | 5 | 10 | 15 | 15 |
Winning Trades | 12 | 4 | 8 | 11 | 9 |
Losing Trades | 3 | 1 | 2 | 4 | 6 |
% Profitable | 80.00 | 80.00 | 80.00 | 73.00 | 60.00 |
Profit/Loss Per Trade % | 0.82 | 0.76 | 0.84 | 0.43 | 0.34 |
Profit Per Trade % | 1.57 | 1.43 | 1.63 | 1.68 | 1.87 |
Loss Per Trade % | 2.12 | 1.89 | 2.24 | 2.88 | 1.90 |
Days In Trade | 210 | 69 | 141 | 210 | 210 |
Days In Trade (Avg. Per Trade) | 14.00 | 13.80 | 14.10 | 14.00 | 14.00 |
% Days In Trade | 58.01 | 19.06 | 38.95 | 58.01 | 58.01 |