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Model: Ratio
HQ Backtest XEL vs POR
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
XEL Xcel Energy Inc Utilities Utilities - Regulated Electric 33920 0.0338 61.03 3673055
POR Portland General Electric Co Utilities Utilities - Regulated Electric 4269 0.045 42.02 894587
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: 6800.65
Total net P/L: -3199.35 Total ROI: -31.99 %
CAGR: -9.99 % Max. DD: 41.85 %
System Score: -1.576 Sharpe Ratio: -1.193
Start Date: 2020-01-02 End Date: 2023-08-31
Total days: 1337
Commissions: 128.39 Comm.% P/L 4.18 %
Total Transactions: 128 Log. Linearity: 54.035 %
Total enabled Long enabled Short XEL POR
Total Profit/Loss -3070.96 -602.92 -2468.04 814.99 -3885.95
Total Profit 1988.66 880.88 1107.78 4494.51 3635.63
Total Loss 5059.62 1483.80 3575.82 3679.52 7521.58
Profit Factor 0.39 0.59 0.31 1.22 0.48
Trades 32 16 16 32 32
Winning Trades 18 10 8 18 16
Losing Trades 14 6 8 14 16
% Profitable 56.00 62.00 50.00 56.00 50.00
Profit/Loss Per Trade % -1.14 -0.51 -1.76 -0.02 -1.32
Profit Per Trade % 1.68 1.37 2.07 3.12 3.47
Loss Per Trade % 4.52 3.52 5.28 3.87 5.64
Days In Trade 505 269 236 505 505
Days In Trade (Avg. Per Trade) 15.78 16.81 14.75 15.78 15.78
% Days In Trade 37.77 20.12 17.65 37.77 37.77
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.