Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 6293 | 0.0293 | 116.33 | 328291 |
FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 24443 | 0.0353 | 49.76 | 628409 |
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: | 28275.46 |
Total net P/L: | 18275.46 | Total ROI: | 182.75 % |
CAGR: | 22.31 % | Max. DD: | 15.74 % |
System Score: | 19.783 | Sharpe Ratio: | 3.258 |
Start Date: | 2020-01-02 | End Date: | 2025-02-28 |
Total days: | 1884 | ||
Commissions: | 592.45 | Comm.% P/L | 3.14 % |
Total Transactions: | 344 | Log. Linearity: | 96.074 % |
Total | ![]() |
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IDA | FTS | |
---|---|---|---|---|---|
Total Profit/Loss | 18867.91 | 13552.64 | 5315.27 | 12181.49 | 6686.42 |
Total Profit | 29086.95 | 16390.67 | 12696.28 | 29476.95 | 20501.26 |
Total Loss | 10219.04 | 2838.03 | 7381.01 | 17295.46 | 13814.84 |
Profit Factor | 2.85 | 5.78 | 1.72 | 1.70 | 1.48 |
Trades | 86 | 47 | 39 | 86 | 86 |
Winning Trades | 73 | 40 | 33 | 56 | 50 |
Losing Trades | 13 | 7 | 6 | 30 | 36 |
% Profitable | 84.00 | 85.00 | 84.00 | 65.00 | 58.00 |
Profit/Loss Per Trade % | 1.25 | 1.55 | 0.89 | 0.86 | 0.33 |
Profit Per Trade % | 2.17 | 2.27 | 2.04 | 2.86 | 2.04 |
Loss Per Trade % | 3.64 | 2.39 | 5.12 | 2.68 | 1.95 |
Days In Trade | 829 | 406 | 423 | 829 | 829 |
Days In Trade (Avg. Per Trade) | 9.64 | 8.64 | 10.85 | 9.64 | 9.64 |
% Days In Trade | 44.00 | 21.55 | 22.45 | 44.00 | 44.00 |