| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 22384 | 0.0283 | 74.78 | 2414414 |
| POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 4886 | 0.0461 | 44.6 | 1159586 |
| 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 | Long |
Short |
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 |