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: | 5435.07 |
Total net P/L: | 435.07 | Total ROI: | 8.70 % |
CAGR: | 8.78 % | Max. DD: | 3.10 % |
System Score: | 5.801 | Sharpe Ratio: | 1.369 |
Start Date: | 2015-01-02 | End Date: | 2015-12-30 |
Total days: | 362 | ||
Commissions: | 32.00 | Comm.% P/L | 6.85 % |
Total Transactions: | 32 | Log. Linearity: | 87.111 % |
Total | ![]() |
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CMS | POR | |
---|---|---|---|---|---|
Total Profit/Loss | 467.07 | 142.21 | 324.86 | 862.37 | -395.30 |
Total Profit | 597.47 | 142.21 | 455.26 | 1029.19 | 495.51 |
Total Loss | 130.40 | 0.00 | 130.40 | 166.82 | 890.81 |
Profit Factor | 4.58 | 0.00 | 3.49 | 6.17 | 0.56 |
Trades | 8 | 2 | 6 | 8 | 8 |
Winning Trades | 7 | 2 | 5 | 6 | 4 |
Losing Trades | 1 | 0 | 1 | 2 | 4 |
% Profitable | 87.00 | 100.00 | 83.00 | 75.00 | 50.00 |
Profit/Loss Per Trade % | 1.13 | 1.39 | 1.04 | 2.10 | -1.11 |
Profit Per Trade % | 1.67 | 1.39 | 1.79 | 3.36 | 2.37 |
Loss Per Trade % | 2.61 | 0.00 | 2.61 | 1.56 | 4.35 |
Days In Trade | 85 | 27 | 58 | 85 | 85 |
Days In Trade (Avg. Per Trade) | 10.62 | 13.50 | 9.67 | 10.62 | 10.62 |
% Days In Trade | 23.48 | 7.46 | 16.02 | 23.48 | 23.48 |