Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CMS | CMS Energy Corporation | Utilities | Utilities-Regulated Electric | 16582 | 0.0343 | 56.84 | 1954020 |
POR | Portland General Electric Co | Utilities | Utilities-Regulated Electric | 4417 | 0.0434 | 43.69 | 818956 |
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 | ![]() |
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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 |