| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XEL | Xcel Energy Inc | Utilities | Utilities - Regulated Electric | 44454 | 0.0303 | 75.15 | 4143396 |
| POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 5414 | 0.0431 | 48.13 | 1183934 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | 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: | 10942.58 |
| Total net P/L: | 942.58 | Total ROI: | 9.43 % |
| CAGR: | 13.48 % | Max. DD: | 4.81 % |
| System Score: | 5.227 | Sharpe Ratio: | 1.275 |
| Start Date: | 2023-01-02 | End Date: | 2023-09-19 |
| Total days: | 260 | ||
| Commissions: | 33.34 | Comm.% P/L | 3.42 % |
| Total Transactions: | 32 | Log. Linearity: | 72.924 % |
| Total | Long |
Short |
XEL | POR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 975.92 | 496.90 | 479.02 | -1632.46 | 2608.38 |
| Total Profit | 1154.97 | 671.58 | 483.39 | 531.25 | 2833.90 |
| Total Loss | 179.05 | 174.68 | 4.37 | 2163.71 | 225.52 |
| Profit Factor | 6.45 | 3.84 | 110.62 | 0.25 | 12.57 |
| Trades | 8 | 5 | 3 | 8 | 8 |
| Winning Trades | 6 | 4 | 2 | 3 | 5 |
| Losing Trades | 2 | 1 | 1 | 5 | 3 |
| % Profitable | 75.00 | 80.00 | 66.00 | 37.00 | 62.00 |
| Profit/Loss Per Trade % | 1.17 | 0.95 | 1.55 | -1.99 | 3.04 |
| Profit Per Trade % | 1.85 | 1.60 | 2.36 | 1.73 | 5.39 |
| Loss Per Trade % | 0.83 | 1.63 | 0.04 | 4.08 | 0.74 |
| Days In Trade | 88 | 71 | 17 | 88 | 88 |
| Days In Trade (Avg. Per Trade) | 11.00 | 14.20 | 5.67 | 11.00 | 11.00 |
| % Days In Trade | 33.85 | 27.31 | 6.54 | 33.85 | 33.85 |