Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DUK | Duke Energy Corporation | Utilities | Utilities - Regulated Electric | 89299 | 0.0364 | 115.6 | 3120046 |
SO | Southern Company | Utilities | Utilities - Regulated Electric | 93692 | 0.0341 | 85.51 | 4354225 |
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: | 10682.64 |
Total net P/L: | 682.64 | Total ROI: | 6.83 % |
CAGR: | 6.83 % | Max. DD: | 4.69 % |
System Score: | 0.993 | Sharpe Ratio: | 0.845 |
Start Date: | 2024-02-01 | End Date: | 2025-01-31 |
Total days: | 365 | ||
Commissions: | 64.00 | Comm.% P/L | 8.57 % |
Total Transactions: | 64 | Log. Linearity: | 52.595 % |
Total | ![]() |
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DUK | SO | |
---|---|---|---|---|---|
Total Profit/Loss | 746.64 | 393.97 | 352.67 | 198.12 | 548.52 |
Total Profit | 1380.33 | 825.31 | 555.02 | 2010.01 | 2550.59 |
Total Loss | 633.69 | 431.34 | 202.35 | 1811.89 | 2002.07 |
Profit Factor | 2.18 | 1.91 | 2.74 | 1.11 | 1.27 |
Trades | 16 | 9 | 7 | 16 | 16 |
Winning Trades | 11 | 6 | 5 | 7 | 11 |
Losing Trades | 5 | 3 | 2 | 9 | 5 |
% Profitable | 68.00 | 66.00 | 71.00 | 43.00 | 68.00 |
Profit/Loss Per Trade % | 0.45 | 0.42 | 0.49 | 0.10 | 0.26 |
Profit Per Trade % | 1.22 | 1.34 | 1.07 | 2.76 | 2.19 |
Loss Per Trade % | 1.20 | 1.36 | 0.94 | 1.89 | 3.82 |
Days In Trade | 196 | 126 | 70 | 196 | 196 |
Days In Trade (Avg. Per Trade) | 12.25 | 14.00 | 10.00 | 12.25 | 12.25 |
% Days In Trade | 53.70 | 34.52 | 19.18 | 53.70 | 53.70 |