Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AEP | American Electric Power Company Inc | Utilities | Utilities - Regulated Electric | 45482 | 0.0408 | 86.86 | 3542794 |
XEL | Xcel Energy Inc | Utilities | Utilities - Regulated Electric | 30734 | 0.0396 | 55.01 | 4680042 |
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 | Long | 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 |