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: | 4952.48 |
Total net P/L: | -47.52 | Total ROI: | -0.95 % |
CAGR: | -0.96 % | Max. DD: | 7.24 % |
System Score: | -0.000 | Sharpe Ratio: | -0.136 |
Start Date: | 2019-01-02 | End Date: | 2019-12-30 |
Total days: | 362 | ||
Commissions: | 40.00 | Comm.% P/L | 531.91 % |
Total Transactions: | 40 | Log. Linearity: | 6.386 % |
Total | ![]() |
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CMS | POR | |
---|---|---|---|---|---|
Total Profit/Loss | -7.52 | 43.21 | -50.73 | -648.78 | 641.26 |
Total Profit | 313.79 | 127.71 | 186.08 | 306.73 | 784.36 |
Total Loss | 321.31 | 84.50 | 236.81 | 955.51 | 143.10 |
Profit Factor | 0.98 | 1.51 | 0.79 | 0.32 | 5.48 |
Trades | 10 | 4 | 6 | 10 | 10 |
Winning Trades | 6 | 3 | 3 | 5 | 8 |
Losing Trades | 4 | 1 | 3 | 5 | 2 |
% Profitable | 60.00 | 75.00 | 50.00 | 50.00 | 80.00 |
Profit/Loss Per Trade % | -0.02 | 0.20 | -0.16 | -1.31 | 1.24 |
Profit Per Trade % | 1.02 | 0.84 | 1.21 | 1.19 | 1.90 |
Loss Per Trade % | 1.55 | 1.67 | 1.50 | 3.71 | 1.38 |
Days In Trade | 151 | 64 | 87 | 151 | 151 |
Days In Trade (Avg. Per Trade) | 15.10 | 16.00 | 14.50 | 15.10 | 15.10 |
% Days In Trade | 41.71 | 17.68 | 24.03 | 41.71 | 41.71 |