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: | 4304.98 |
Total net P/L: | -695.02 | Total ROI: | -13.90 % |
CAGR: | -4.88 % | Max. DD: | 25.64 % |
System Score: | -0.000 | Sharpe Ratio: | -0.517 |
Start Date: | 2018-01-02 | End Date: | 2020-12-30 |
Total days: | 1093 | ||
Commissions: | 124.00 | Comm.% P/L | 21.72 % |
Total Transactions: | 124 | Log. Linearity: | 0.547 % |
Total | ![]() |
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CMS | POR | |
---|---|---|---|---|---|
Total Profit/Loss | -571.02 | -186.19 | -384.83 | 580.06 | -1151.08 |
Total Profit | 1623.94 | 396.76 | 1227.18 | 2358.75 | 1633.63 |
Total Loss | 2194.96 | 582.95 | 1612.01 | 1778.69 | 2784.71 |
Profit Factor | 0.74 | 0.68 | 0.76 | 1.33 | 0.59 |
Trades | 31 | 11 | 20 | 31 | 31 |
Winning Trades | 19 | 8 | 11 | 19 | 16 |
Losing Trades | 12 | 3 | 9 | 12 | 15 |
% Profitable | 61.00 | 72.00 | 55.00 | 61.00 | 51.00 |
Profit/Loss Per Trade % | -0.40 | -0.42 | -0.39 | 0.34 | -0.83 |
Profit Per Trade % | 1.69 | 1.01 | 2.19 | 2.44 | 2.01 |
Loss Per Trade % | 3.48 | 3.95 | 3.33 | 2.88 | 3.56 |
Days In Trade | 499 | 177 | 322 | 499 | 499 |
Days In Trade (Avg. Per Trade) | 16.10 | 16.09 | 16.10 | 16.10 | 16.10 |
% Days In Trade | 45.65 | 16.19 | 29.46 | 45.65 | 45.65 |