Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 17902 | 0.0344 | 60.28 | 2374617 |
POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 4422 | 0.0458 | 43.69 | 982811 |
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: | 4389.84 |
Total net P/L: | -610.16 | Total ROI: | -12.20 % |
CAGR: | -12.27 % | Max. DD: | 25.67 % |
System Score: | -0.094 | Sharpe Ratio: | -0.490 |
Start Date: | 2020-01-02 | End Date: | 2020-12-30 |
Total days: | 363 | ||
Commissions: | 48.00 | Comm.% P/L | 8.54 % |
Total Transactions: | 48 | Log. Linearity: | 19.738 % |
Total | Long | Short | CMS | POR | |
---|---|---|---|---|---|
Total Profit/Loss | -562.16 | -345.81 | -216.35 | 841.37 | -1403.53 |
Total Profit | 1034.50 | 149.32 | 885.18 | 1304.73 | 572.96 |
Total Loss | 1596.66 | 495.13 | 1101.53 | 463.36 | 1976.49 |
Profit Factor | 0.65 | 0.30 | 0.80 | 2.82 | 0.29 |
Trades | 12 | 4 | 8 | 12 | 12 |
Winning Trades | 8 | 3 | 5 | 7 | 5 |
Losing Trades | 4 | 1 | 3 | 5 | 7 |
% Profitable | 66.00 | 75.00 | 62.00 | 58.00 | 41.00 |
Profit/Loss Per Trade % | -1.00 | -1.91 | -0.54 | 1.33 | -2.43 |
Profit Per Trade % | 2.50 | 1.01 | 3.40 | 3.57 | 2.21 |
Loss Per Trade % | 7.48 | 10.18 | 6.60 | 1.73 | 5.26 |
Days In Trade | 169 | 59 | 110 | 169 | 169 |
Days In Trade (Avg. Per Trade) | 14.08 | 14.75 | 13.75 | 14.08 | 14.08 |
% Days In Trade | 46.56 | 16.25 | 30.30 | 46.56 | 46.56 |