| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BIP | Brookfield Infrastructure Partners LP | Utilities | Utilities - Diversified | 15690 | 0.0508 | 33.84 | 564640 |
| PEG | Public Service Enterprise Group Inc | Utilities | Utilities - Regulated Electric | 39897 | 0.0309 | 79.93 | 2889653 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 33090.24 |
| Total net P/L: | 23090.24 | Total ROI: | 230.90 % |
| CAGR: | 38.64 % | Max. DD: | 14.31 % |
| System Score: | 25.126 | Sharpe Ratio: | 3.581 |
| Start Date: | 2020-01-02 | End Date: | 2023-08-31 |
| Total days: | 1337 | ||
| Commissions: | 337.19 | Comm.% P/L | 1.44 % |
| Total Transactions: | 128 | Log. Linearity: | 86.638 % |
| Total | Long |
Short |
BIP | PEG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 23427.43 | 7277.69 | 16149.74 | 10167.31 | 13260.12 |
| Total Profit | 29322.55 | 12609.58 | 16712.97 | 21524.07 | 18208.36 |
| Total Loss | 5895.11 | 5331.88 | 563.23 | 11356.76 | 4948.24 |
| Profit Factor | 4.97 | 2.36 | 29.67 | 1.90 | 3.68 |
| Trades | 32 | 14 | 18 | 32 | 32 |
| Winning Trades | 27 | 11 | 16 | 21 | 22 |
| Losing Trades | 5 | 3 | 2 | 11 | 10 |
| % Profitable | 84.00 | 78.00 | 88.00 | 65.00 | 68.00 |
| Profit/Loss Per Trade % | 3.86 | 3.43 | 4.19 | 2.08 | 1.53 |
| Profit Per Trade % | 5.39 | 6.02 | 4.96 | 5.64 | 3.71 |
| Loss Per Trade % | 3.77 | 5.11 | 1.79 | 4.24 | 2.97 |
| Days In Trade | 377 | 174 | 203 | 377 | 377 |
| Days In Trade (Avg. Per Trade) | 11.78 | 12.43 | 11.28 | 11.78 | 11.78 |
| % Days In Trade | 28.20 | 13.01 | 15.18 | 28.20 | 28.20 |