Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 5459 | 0.0326 | 101.75 | 343348 |
FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 22685 | 0.0398 | 44.91 | 710879 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | SMA | 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 0.00 / 0.00 |
Initial Capital: | 10000.00 | Final Equity: | 11212.07 |
Total net P/L: | 1212.07 | Total ROI: | 12.12 % |
CAGR: | 59.04 % | Max. DD: | 2.43 % |
System Score: | 52.959 | Sharpe Ratio: | 2.173 |
Start Date: | 2023-09-01 | End Date: | 2023-11-30 |
Total days: | 90 | ||
Commissions: | 27.85 | Comm.% P/L | 2.25 % |
Total Transactions: | 24 | Log. Linearity: | 96.442 % |
Total | Long | Short | IDA | FTS | |
---|---|---|---|---|---|
Total Profit/Loss | 1239.92 | 1040.32 | 199.60 | 1017.04 | 222.88 |
Total Profit | 1239.92 | 1040.32 | 199.60 | 1436.08 | 990.29 |
Total Loss | 0.00 | 0.00 | 0.00 | 419.04 | 767.41 |
Profit Factor | 0.00 | 0.00 | 0.00 | 3.43 | 1.29 |
Trades | 6 | 5 | 1 | 6 | 6 |
Winning Trades | 6 | 5 | 1 | 4 | 3 |
Losing Trades | 0 | 0 | 0 | 2 | 3 |
% Profitable | 100.00 | 100.00 | 100.00 | 66.00 | 50.00 |
Profit/Loss Per Trade % | 1.97 | 1.97 | 1.95 | 1.49 | 0.38 |
Profit Per Trade % | 1.97 | 1.97 | 1.95 | 3.30 | 3.21 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 2.03 | 2.34 |
Days In Trade | 44 | 31 | 13 | 44 | 44 |
Days In Trade (Avg. Per Trade) | 7.33 | 6.20 | 13.00 | 7.33 | 7.33 |
% Days In Trade | 48.89 | 34.44 | 14.44 | 48.89 | 48.89 |