Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 5869 | 0.032 | 110.18 | 330082 |
FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 20955 | 0.0419 | 41.75 | 618989 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | 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: | 10080.38 |
Total net P/L: | 80.38 | Total ROI: | 0.80 % |
CAGR: | 0.81 % | Max. DD: | 15.74 % |
System Score: | 0.002 | Sharpe Ratio: | 0.128 |
Start Date: | 2024-01-02 | End Date: | 2024-12-31 |
Total days: | 364 | ||
Commissions: | 72.63 | Comm.% P/L | 47.47 % |
Total Transactions: | 64 | Log. Linearity: | 14.377 % |
Total | Long | Short | IDA | FTS | |
---|---|---|---|---|---|
Total Profit/Loss | 153.01 | 533.29 | -380.28 | -1218.55 | 1371.56 |
Total Profit | 1995.71 | 659.53 | 1336.18 | 1990.50 | 2372.31 |
Total Loss | 1842.70 | 126.24 | 1716.46 | 3209.05 | 1000.75 |
Profit Factor | 1.08 | 5.22 | 0.78 | 0.62 | 2.37 |
Trades | 16 | 7 | 9 | 16 | 16 |
Winning Trades | 10 | 4 | 6 | 9 | 11 |
Losing Trades | 6 | 3 | 3 | 7 | 5 |
% Profitable | 62.00 | 57.00 | 66.00 | 56.00 | 68.00 |
Profit/Loss Per Trade % | 0.09 | 0.73 | -0.40 | -0.77 | 0.78 |
Profit Per Trade % | 1.91 | 1.57 | 2.14 | 2.12 | 2.04 |
Loss Per Trade % | 2.72 | 0.38 | 5.11 | 4.15 | 1.91 |
Days In Trade | 182 | 83 | 99 | 182 | 182 |
Days In Trade (Avg. Per Trade) | 11.38 | 11.86 | 11.00 | 11.38 | 11.38 |
% Days In Trade | 50.00 | 22.80 | 27.20 | 50.00 | 50.00 |