Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FE | FirstEnergy Corporation | Utilities | Utilities - Regulated Electric | 22972 | 0.0423 | 39.86 | 2824582 |
PPL | PPL Corporation | Utilities | Utilities - Regulated Electric | 25261 | 0.0302 | 34.23 | 4640878 |
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: | 9874.36 |
Total net P/L: | -125.64 | Total ROI: | -1.26 % |
CAGR: | -1.26 % | Max. DD: | 8.88 % |
System Score: | -0.034 | Sharpe Ratio: | -0.138 |
Start Date: | 2024-02-01 | End Date: | 2025-01-31 |
Total days: | 365 | ||
Commissions: | 59.55 | Comm.% P/L | 90.10 % |
Total Transactions: | 40 | Log. Linearity: | 29.882 % |
Total | ![]() |
![]() |
FE | PPL | |
---|---|---|---|---|---|
Total Profit/Loss | -66.09 | -1014.31 | 948.22 | 122.56 | -188.65 |
Total Profit | 1037.73 | 89.51 | 948.22 | 820.62 | 1180.16 |
Total Loss | 1103.82 | 1103.82 | 0.00 | 698.06 | 1368.81 |
Profit Factor | 0.94 | 0.08 | 0.00 | 1.18 | 0.86 |
Trades | 10 | 4 | 6 | 10 | 10 |
Winning Trades | 7 | 1 | 6 | 5 | 6 |
Losing Trades | 3 | 3 | 0 | 4 | 4 |
% Profitable | 70.00 | 25.00 | 100.00 | 50.00 | 60.00 |
Profit/Loss Per Trade % | -0.07 | -2.48 | 1.57 | 0.12 | -0.22 |
Profit Per Trade % | 1.48 | 0.91 | 1.57 | 1.62 | 1.92 |
Loss Per Trade % | 3.50 | 3.50 | 0.00 | 1.68 | 3.28 |
Days In Trade | 142 | 74 | 68 | 142 | 142 |
Days In Trade (Avg. Per Trade) | 14.20 | 18.50 | 11.33 | 14.20 | 14.20 |
% Days In Trade | 38.90 | 20.27 | 18.63 | 38.90 | 38.90 |