Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 18966 | 0.0456 | 39.01 | 779370 |
IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 4782 | 0.0352 | 94.34 | 333863 |
Entry Threshold: | 3.00 | 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: | 10182.42 |
Total net P/L: | 182.42 | Total ROI: | 1.82 % |
CAGR: | 1.83 % | Max. DD: | 8.52 % |
System Score: | 0.000 | Sharpe Ratio: | 0.284 |
Start Date: | 2020-05-01 | End Date: | 2021-04-30 |
Total days: | 364 | ||
Commissions: | 17.38 | Comm.% P/L | 8.70 % |
Total Transactions: | 16 | Log. Linearity: | 2.888 % |
Total | Long | Short | FTS | IDA | |
---|---|---|---|---|---|
Total Profit/Loss | 199.80 | 429.01 | -229.21 | 47.54 | 152.26 |
Total Profit | 1042.28 | 429.01 | 613.27 | 196.34 | 845.94 |
Total Loss | 842.48 | 0.00 | 842.48 | 148.80 | 693.68 |
Profit Factor | 1.24 | 0.00 | 0.73 | 1.32 | 1.22 |
Trades | 4 | 1 | 3 | 4 | 4 |
Winning Trades | 3 | 1 | 2 | 3 | 3 |
Losing Trades | 1 | 0 | 1 | 1 | 1 |
% Profitable | 75.00 | 100.00 | 66.00 | 75.00 | 75.00 |
Profit/Loss Per Trade % | 0.50 | 4.40 | -0.77 | 0.14 | 0.40 |
Profit Per Trade % | 3.66 | 4.40 | 3.30 | 0.69 | 2.98 |
Loss Per Trade % | 8.43 | 0.00 | 8.43 | 1.49 | 6.94 |
Days In Trade | 41 | 7 | 34 | 41 | 41 |
Days In Trade (Avg. Per Trade) | 10.25 | 7.00 | 11.33 | 10.25 | 10.25 |
% Days In Trade | 11.26 | 1.92 | 9.34 | 11.26 | 11.26 |