Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 19775 | 0.0439 | 40.09 | 789931 |
IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 4877 | 0.0345 | 96.13 | 338432 |
Entry Threshold: | 1.00 | 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: | 13067.86 |
Total net P/L: | 3067.86 | Total ROI: | 30.68 % |
CAGR: | 30.77 % | Max. DD: | 16.07 % |
System Score: | 5.462 | Sharpe Ratio: | 1.589 |
Start Date: | 2020-05-01 | End Date: | 2021-04-30 |
Total days: | 364 | ||
Commissions: | 144.61 | Comm.% P/L | 4.50 % |
Total Transactions: | 120 | Log. Linearity: | 56.196 % |
Total | Long | Short | FTS | IDA | |
---|---|---|---|---|---|
Total Profit/Loss | 3212.47 | 2184.85 | 1027.62 | 4056.16 | -843.69 |
Total Profit | 5065.21 | 2897.38 | 2167.83 | 5199.93 | 3584.68 |
Total Loss | 1852.74 | 712.53 | 1140.21 | 1143.77 | 4428.37 |
Profit Factor | 2.73 | 4.07 | 1.90 | 4.55 | 0.81 |
Trades | 30 | 16 | 14 | 30 | 30 |
Winning Trades | 25 | 13 | 12 | 20 | 17 |
Losing Trades | 5 | 3 | 2 | 10 | 13 |
% Profitable | 83.00 | 81.00 | 85.00 | 66.00 | 56.00 |
Profit/Loss Per Trade % | 0.94 | 1.22 | 0.61 | 1.16 | -0.28 |
Profit Per Trade % | 1.80 | 2.02 | 1.55 | 2.27 | 1.88 |
Loss Per Trade % | 3.14 | 2.09 | 4.73 | 1.01 | 2.94 |
Days In Trade | 234 | 121 | 113 | 234 | 234 |
Days In Trade (Avg. Per Trade) | 7.80 | 7.56 | 8.07 | 7.80 | 7.80 |
% Days In Trade | 64.29 | 33.24 | 31.04 | 64.29 | 64.29 |