Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 23729 | 0.0375 | 47.21 | 608592 |
IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 6384 | 0.0298 | 118.18 | 378889 |
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: | 13552.10 |
Total net P/L: | 3552.10 | Total ROI: | 35.52 % |
CAGR: | 35.63 % | Max. DD: | 8.81 % |
System Score: | 25.186 | Sharpe Ratio: | 2.035 |
Start Date: | 2020-05-01 | End Date: | 2021-04-30 |
Total days: | 364 | ||
Commissions: | 82.21 | Comm.% P/L | 2.26 % |
Total Transactions: | 68 | Log. Linearity: | 89.077 % |
Total | ![]() |
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FTS | IDA | |
---|---|---|---|---|---|
Total Profit/Loss | 3634.31 | 1806.19 | 1828.12 | 244.35 | 3389.96 |
Total Profit | 4592.87 | 1806.19 | 2786.68 | 1256.32 | 4275.26 |
Total Loss | 958.56 | 0.00 | 958.56 | 1011.97 | 885.30 |
Profit Factor | 4.79 | 0.00 | 2.91 | 1.24 | 4.83 |
Trades | 17 | 7 | 10 | 17 | 17 |
Winning Trades | 16 | 7 | 9 | 10 | 14 |
Losing Trades | 1 | 0 | 1 | 7 | 3 |
% Profitable | 94.00 | 100.00 | 90.00 | 58.00 | 82.00 |
Profit/Loss Per Trade % | 1.85 | 2.23 | 1.58 | 0.11 | 1.73 |
Profit Per Trade % | 2.53 | 2.23 | 2.75 | 1.08 | 2.68 |
Loss Per Trade % | 8.42 | 0.00 | 8.42 | 1.26 | 2.52 |
Days In Trade | 152 | 72 | 80 | 152 | 152 |
Days In Trade (Avg. Per Trade) | 8.94 | 10.29 | 8.00 | 8.94 | 8.94 |
% Days In Trade | 41.76 | 19.78 | 21.98 | 41.76 | 41.76 |