| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 21254 | 0.0307 | 69.84 | 2464371 |
| POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 5414 | 0.0431 | 48.13 | 1183934 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 5000.00 | Final Equity: | 5084.20 |
| Total net P/L: | 84.20 | Total ROI: | 1.68 % |
| CAGR: | 0.59 % | Max. DD: | 25.64 % |
| System Score: | 0.014 | Sharpe Ratio: | 0.190 |
| Start Date: | 2019-01-02 | End Date: | 2021-10-29 |
| Total days: | 1031 | ||
| Commissions: | 112.00 | Comm.% P/L | 57.08 % |
| Total Transactions: | 112 | Log. Linearity: | 28.947 % |
| Total | Long |
Short |
CMS | POR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 196.20 | 278.14 | -81.94 | 266.24 | -70.04 |
| Total Profit | 2078.06 | 847.25 | 1230.81 | 1825.45 | 1999.00 |
| Total Loss | 1881.86 | 569.11 | 1312.75 | 1559.21 | 2069.04 |
| Profit Factor | 1.10 | 1.49 | 0.94 | 1.17 | 0.97 |
| Trades | 28 | 13 | 15 | 28 | 28 |
| Winning Trades | 19 | 10 | 9 | 16 | 18 |
| Losing Trades | 9 | 3 | 6 | 12 | 10 |
| % Profitable | 67.00 | 76.00 | 60.00 | 57.00 | 64.00 |
| Profit/Loss Per Trade % | 0.14 | 0.42 | -0.10 | 0.17 | -0.12 |
| Profit Per Trade % | 2.24 | 1.81 | 2.72 | 2.26 | 2.24 |
| Loss Per Trade % | 3.97 | 3.86 | 4.02 | 2.52 | 3.92 |
| Days In Trade | 387 | 169 | 218 | 387 | 387 |
| Days In Trade (Avg. Per Trade) | 13.82 | 13.00 | 14.53 | 13.82 | 13.82 |
| % Days In Trade | 37.54 | 16.39 | 21.14 | 37.54 | 37.54 |