Model: | Ratio |
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 | ![]() |
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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 |