| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XEL | Xcel Energy Inc | Utilities | Utilities - Regulated Electric | 45075 | 0.0302 | 76.2 | 4335399 |
| AEP | American Electric Power Co Inc | Utilities | Utilities - Regulated Electric | 63220 | 0.0319 | 118.11 | 3369769 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 6198.67 |
| Total net P/L: | -3801.33 | Total ROI: | -38.01 % |
| CAGR: | -38.01 % | Max. DD: | 39.74 % |
| System Score: | -13.503 | Sharpe Ratio: | -2.311 |
| Start Date: | 2024-02-01 | End Date: | 2025-01-31 |
| Total days: | 365 | ||
| Commissions: | 48.00 | Comm.% P/L | 1.28 % |
| Total Transactions: | 48 | Log. Linearity: | 70.822 % |
| Total | Long |
Short |
XEL | AEP | |
|---|---|---|---|---|---|
| Total Profit/Loss | -3753.33 | -2949.53 | -803.80 | -1406.80 | -2346.53 |
| Total Profit | 437.07 | 110.65 | 326.42 | 1413.85 | 779.42 |
| Total Loss | 4190.40 | 3060.18 | 1130.22 | 2820.65 | 3125.95 |
| Profit Factor | 0.10 | 0.04 | 0.29 | 0.50 | 0.25 |
| Trades | 12 | 5 | 7 | 12 | 12 |
| Winning Trades | 5 | 1 | 4 | 6 | 3 |
| Losing Trades | 7 | 4 | 3 | 6 | 9 |
| % Profitable | 41.00 | 20.00 | 57.00 | 50.00 | 25.00 |
| Profit/Loss Per Trade % | -3.85 | -6.90 | -1.62 | -1.28 | -2.57 |
| Profit Per Trade % | 1.25 | 1.48 | 1.19 | 3.15 | 3.42 |
| Loss Per Trade % | 6.78 | 8.11 | 5.03 | 5.24 | 4.40 |
| Days In Trade | 198 | 91 | 107 | 198 | 198 |
| Days In Trade (Avg. Per Trade) | 16.50 | 18.20 | 15.29 | 16.50 | 16.50 |
| % Days In Trade | 54.25 | 24.93 | 29.32 | 54.25 | 54.25 |