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Model: Ratio
HQ Backtest AEP vs XEL
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
AEP American Electric Power Co Inc Utilities Utilities - Regulated Electric 61325 0.0321 114.57 3552797
XEL Xcel Energy Inc Utilities Utilities - Regulated Electric 43614 0.0298 73.73 4171694
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
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: 5000.00 Final Equity: 4820.81
Total net P/L: -179.19 Total ROI: -3.58 %
CAGR: -2.89 % Max. DD: 9.20 %
System Score: -0.624 Sharpe Ratio: -0.442
Start Date: 2020-01-02 End Date: 2021-03-31
Total days: 454
Commissions: 68.00 Comm.% P/L 61.16 %
Total Transactions: 68 Log. Linearity: 59.986 %
Total enabled Long enabled Short AEP XEL
Total Profit/Loss -111.19 -75.48 -35.71 -832.88 721.69
Total Profit 395.40 185.93 209.47 583.76 1345.35
Total Loss 506.59 261.41 245.18 1416.64 623.66
Profit Factor 0.78 0.71 0.85 0.41 2.16
Trades 17 9 8 17 17
Winning Trades 11 6 5 5 12
Losing Trades 6 3 3 12 5
% Profitable 64.00 66.00 62.00 29.00 70.00
Profit/Loss Per Trade % -0.13 -0.16 -0.10 -1.04 0.82
Profit Per Trade % 0.74 0.64 0.87 2.35 2.27
Loss Per Trade % 1.70 1.73 1.68 2.37 2.53
Days In Trade 207 118 89 207 207
Days In Trade (Avg. Per Trade) 12.18 13.11 11.12 12.18 12.18
% Days In Trade 45.59 25.99 19.60 45.59 45.59
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.