Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
XEL | Xcel Energy Inc | Utilities | Utilities - Regulated Electric | 28757 | 0.0423 | 53.38 | 4658473 |
CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 17394 | 0.0354 | 59.92 | 2310966 |
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: | 10000.00 | Final Equity: | 15731.94 |
Total net P/L: | 5731.94 | Total ROI: | 57.32 % |
CAGR: | 9.34 % | Max. DD: | 7.62 % |
System Score: | 8.219 | Sharpe Ratio: | 3.324 |
Start Date: | 2016-01-04 | End Date: | 2021-01-29 |
Total days: | 1852 | ||
Commissions: | 375.39 | Comm.% P/L | 6.15 % |
Total Transactions: | 312 | Log. Linearity: | 95.824 % |
Total | Long | Short | XEL | CMS | |
---|---|---|---|---|---|
Total Profit/Loss | 6107.33 | 4063.09 | 2044.24 | 3656.96 | 2450.37 |
Total Profit | 8385.57 | 4399.48 | 3986.09 | 14393.78 | 13598.54 |
Total Loss | 2278.24 | 336.39 | 1941.85 | 10736.82 | 11148.17 |
Profit Factor | 3.68 | 13.08 | 2.05 | 1.34 | 1.22 |
Trades | 78 | 38 | 40 | 78 | 78 |
Winning Trades | 65 | 34 | 31 | 42 | 45 |
Losing Trades | 13 | 4 | 9 | 36 | 33 |
% Profitable | 83.00 | 89.00 | 77.00 | 53.00 | 57.00 |
Profit/Loss Per Trade % | 0.62 | 0.85 | 0.41 | 0.32 | 0.15 |
Profit Per Trade % | 1.02 | 1.03 | 1.00 | 2.76 | 2.35 |
Loss Per Trade % | 1.31 | 0.68 | 1.60 | 2.31 | 2.73 |
Days In Trade | 719 | 356 | 363 | 719 | 719 |
Days In Trade (Avg. Per Trade) | 9.22 | 9.37 | 9.07 | 9.22 | 9.22 |
% Days In Trade | 38.82 | 19.22 | 19.60 | 38.82 | 38.82 |