Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 16988 | 0.0362 | 58.25 | 2337810 |
POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 4137 | 0.0469 | 40.98 | 978776 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 10000.00 | Final Equity: | 10041.94 |
Total net P/L: | 41.94 | Total ROI: | 0.42 % |
CAGR: | 0.07 % | Max. DD: | 31.48 % |
System Score: | 0.000 | Sharpe Ratio: | 0.155 |
Start Date: | 2016-01-04 | End Date: | 2021-11-30 |
Total days: | 2157 | ||
Commissions: | 350.23 | Comm.% P/L | 89.31 % |
Total Transactions: | 320 | Log. Linearity: | 0.044 % |
Total | Long | Short | CMS | POR | |
---|---|---|---|---|---|
Total Profit/Loss | 392.17 | 1328.73 | -936.56 | 612.84 | -220.67 |
Total Profit | 7640.33 | 3484.29 | 4156.04 | 10076.34 | 10849.60 |
Total Loss | 7248.16 | 2155.56 | 5092.60 | 9463.50 | 11070.27 |
Profit Factor | 1.05 | 1.62 | 0.82 | 1.06 | 0.98 |
Trades | 80 | 38 | 42 | 80 | 80 |
Winning Trades | 56 | 31 | 25 | 42 | 45 |
Losing Trades | 24 | 7 | 17 | 38 | 35 |
% Profitable | 70.00 | 81.00 | 59.00 | 52.00 | 56.00 |
Profit/Loss Per Trade % | 0.05 | 0.32 | -0.19 | -0.01 | -0.03 |
Profit Per Trade % | 1.34 | 1.12 | 1.61 | 2.24 | 2.39 |
Loss Per Trade % | 2.80 | 3.09 | 2.68 | 2.41 | 2.91 |
Days In Trade | 1008 | 446 | 562 | 1008 | 1008 |
Days In Trade (Avg. Per Trade) | 12.60 | 11.74 | 13.38 | 12.60 | 12.60 |
% Days In Trade | 46.73 | 20.68 | 26.05 | 46.73 | 46.73 |